Hello, this is Martín, Tech Support Engineer for Teltonika Networks.
Testing and debugging for establishing a VPN connection can be done from the CLI.
You can establish an SSH connection to the RUT240 device trough a software like Putty, and then you can use the command "logread -f". Alternatively, in Services>CLI there is a web version of the CLI.
This will output the debugging messages from the router which show the different phases of the establishment of the VPN connection, and while this command is running, you can try establishing the VPN connection in the device's settings trough the web interface in order to see the debugging messages in real time.
Additional documentation for the OpenVPN settings for the RUT240 can be found here.