i think this is due to the umask issue discussed earlier in this thread, im assuming your seeing the read only issue when using a mac, right?.
i have done a quick investigation into this, and whilst you cannot set the umask for deluged, it is possible to set the umask for supervisor child processes, which in essence SHOULD do the same thing, yay :-). so ive tweaked the base image to include this new global setting, please can you do an update on delugevpn and tell me if it fixes the issue, you most probably will need manually set the permissions once more, after that the umask should be set correctly for any future downloads.
Windows user . Still on your normal deluge docker (have grand plans on presenting openvpn as a network option and routing the docker traffic thru there, so yet to try it sadly). When I flick over to your vpn version I'll give it a shot