Just a short one. This is an excellent article on how to get OpenVPN running on Ubuntu 16, and how to utilize it on a variety of OS’s.

https://www.digitalocean.com/community/tutorials/how-to-set-up-an-openvpn-server-on-ubuntu-16-04

This article is simpler, conversely doesn’t explain what’s going on as well. Notably though, as it tells you how to get the VPN working on an OpenVZ VPS.

https://www.rosehosting.com/blog/install-and-configure-openvpn-on-ubuntu-16-04/

Though as of this writing I haven’t been able to get this to route traffic correctly.

EDIT: Okay, I figured it out.

It seems the iptables aren’t persistent across reboots. This line:

Is very important.

You can check the status of the iptables as follows.

Here is a recommended way to persist iptables:

https://askubuntu.com/a/373526

Unfortunately BuyVM OpenVZ Ubuntu installs are misconfigured, so neither package will install.

EDIT2: looks like it was a DNS failure.

https://askubuntu.com/questions/91543/apt-get-update-fails-to-fetch-files-temporary-failure-resolving-error

After doing that, I was able to successfully install the iptables-persistent package.