We managed to redo our iptables so now it works for us and we can now connect the openvpn.
# Flushing all rules
iptables -F FORWARD
iptables -F INPUT
iptables -F OUTPUT
iptables -F
iptables -X
# Setting default filter policy
iptables -P INPUT DROP
iptables -P OUTPUT DROP
iptables -P FORWARD DROP
# Allow unlimited traffic on loopback
iptables -A INPUT -i lo -j ACCEPT
iptables -A OUTPUT -o lo -j ACCEPT
# Accept inbound TCP packets
iptables -A INPUT -m state --state ESTABLISHED,RELATED -j ACCEPT
# Allow incoming OpenVPN
iptables -A INPUT -p udp --dport 1194 -m state --state NEW -s 0.0.0.0/0 -j ACCEPT
#iptables -A INPUT -p tcp --dport 443 -m state --state NEW -s 0.0.0.0/0 -j ACCEPT
# Accept outbound packets
iptables -I OUTPUT 1 -m state --state RELATED,ESTABLISHED -j ACCEPT
# Enable NAT for the VPN
iptables -t nat -A POSTROUTING -s x.x.x.x/24 -o eth0 -j MASQUERADE
# SSH
iptables -A INPUT -p tcp --dport 22 -m state --state NEW -s 0.0.0.0/0 -j ACCEPT
# http inbound
iptables -A INPUT -p tcp --dport 443 -m state --state NEW -s 0.0.0.0/0 -j ACCEPT
iptables -A INPUT -p tcp --dport 80 -m state --state NEW -s 0.0.0.0/0 -j ACCEPT
# http outbound
iptables -A OUTPUT -p tcp --dport 80 -m state --state NEW -j ACCEPT
iptables -A OUTPUT -p tcp --dport 443 -m state --state NEW -j ACCEPT
# Allow DNS outbound
iptables -A OUTPUT -p udp --dport 53 -m state --state NEW -j ACCEPT
iptables -A OUTPUT -p tcp --dport 53 -m state --state NEW -j ACCEPT
# allow vpn traffic
iptables -A FORWARD -i tun+ -s x.x.x.x/24 -d 0.0.0.0/0 -m conntrack --ctstate NEW -j ACCEPT
# allow related,established traffic tun_s_Studio_OV<->eth0
iptables -A FORWARD -i tun+ -o eth0 -m conntrack --ctstate RELATED,ESTABLISHED -j ACCEPT
iptables -A FORWARD -i eth0 -o tun+ -m conntrack --ctstate RELATED,ESTABLISHED -j ACCEPT
# icmp
iptables -A INPUT -p icmp --icmp-type 8 -s 0.0.0.0/0 -j ACCEPT
iptables -A OUTPUT -p icmp --icmp-type 8 -j ACCEPT