OK so I have an update to the issue I've been having...
To be clear as well, the VPN itself works fine, just privoxy/web connections are where I'm having problems.
So within the container itself, I can't curl properly to most sites. Let me explain, I can curl the url google.com, which responds with a 301. I can't however, curl www.google.com (different IP). I can't curl example.com. I can curl unraid.net (responds with 301). I can't curl https://unraid.net... It gets as far as trying to establish the TLS handshake and will eventually timeout.
So that's weird right? I've checked the iptables, these requests are not being blocked by those rules. Interestingly, if I remove the rules, I can make any request over the eth0 interface. So only when trying to connect over the vpn tunnel will it not work. I'm running out of ideas
EDIT:
SO I've fixed the problem. If I use TCP openvpn configs, the problem disappears... That's really odd and I can't explain it. I wonder if my ISP or router is doing something funky with my packets. I will have to investigate, but maybe this will be useful to someone else.
EDIT 2:
After further investigations, it does appear to be a problem somewhere in my ISPs infrastructure. If I connect to the VPN using UDP from within my network using on my phone, it doesn't work; if I connect through TCP it does. UDP works on 4G though, so problem either with router or ISP. Hey-ho, at least I can get it to work.