VPN connections

Hi,
I recieved my SENSE earlier this week and been fiddling around to get it in to my network setup. Setup was easy and fast and the SENSE network seems to be working real good directly patched in to the fiber socket. But I'm wondering what SENSE actually block..?
Before the SENSE I had a Synology RT1900 setup with a OpenVPN connection to a VPN provider in Sweden to get my desired streaming content with the possibility to chromecast it too. But when I place this router in the SENSE network it's unable to establish a connection with OpenVPN. I'm figuring this is a security feature, but this would probably block perfectly legitimate VPN usage too (such as work from home etc).
Are there any plans to enable control of allowing certain deviced to establish VPN connections from the SENSE network. Or will we just have to hold our breath until Freedome in SENSE is implemented? (Which still renders the router pretty useless for people working from home)