Are you connecting to the FTP server using a hostname or an IP address ?
I have found, that when I enable OpenVPN, it is a hit or miss if DNS is working. IP Connectivity appear to be working every time.
I have added a DHCP option to my DHCP server, which appear to have solved the issue.
Using and Open DNS server, I have the following option on the DHCP Server advanced tab:
DHCP Option 6 is DNS, 18.104.22.168 is the DNS server IP
Finally, try both passive and active FTP mode.