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For those who might run into this problem. The issue was the firewall on the QNAP. The basic firewall from the ControlPanel->Security is employing something very restrictive and not configurable. Switching to use QuFirewall without any additional changes actually fixed the issue...

Bump on this question, but also in trying to debug, I noticed that the iptables settings for INPUT allow all incoming traffic from the VPN tun0 interface. Isn't that a security hole? Shouldn't we be more selective about what ports to open for incoming traffic from the VPN network?

I've been trying to figure out the port forwarding situation for a while but not having any luck. I use TorGuard which has facilities for port forwarding (you go on their customer portal and request a port to be forwarded for a given VPN server, then configure your ovpn file to hit that server so that with your credentials, they know to set up the forwarding on connect). I've worked with their support team to validate that traffic is flowing through the forwarded port, but still, open port checker websites report the port is closed (although weirdly, if I hit a random port, I get an answer right away, but with my targeted port it takes a longer time to determine --as if it is timing out). In any case, @binhex I'm not sure what's the best way to debug. Privoxy works, torrent files work, but magnet links relying on DHT do not. rtorrent also gives me MUCH higher speeds for the torrents that DO work vs deluge (saturating my internet bandwidth), so I really want to get this to work. I'm running this on a QNAP NAS. Is it possible that the iptables settings or the ip route are doing funny things?