This one comes straight of the server :
remote thor.domain.lan 1194
The forwarding is still required, intensively tested and it just doesn't work unless it is forwarded towards the internal interface.
And with the above, connected through the LAN, I can connect with the OpenVPN service without any problem, and since recently (due to the forwarding) as well on the public interface.
Stays strange that I have to forward the OpenVPN service towards the LAN IP of the server to be able to connect. When I don't, then it doesn't get through, no matter if it is allowed in the firewall or not