My approach would be to use
tcpdump(8) on the OpenBSD box in verbose mode. That will display a lot of information about the VPN packets, which encryption methods are available and which one is actually chosen.
In case it would be a routing issue, you also will be able to see which side does not send a reply.
With a default policy of
block log all and/or enabling logging of the rules allowing the VPN traffic you could watch the
pflog device with tcpdump to make sure the firewall ruleset is not dropping VPN packets.
By wiretapping with
tcpdump(8) you also can verify whether DNS is working within the VPN. (In case you are using that
)