it works! Running RDM as administrator lets both of connection types work: OpenVPN and Sophos VPN...
This tip I've read so often in this forum! I am ashamed that I forgot to try it out.
It works both with already published version, Open VPN and Sophos VPN. RDM should only run as administrator.
Thank you all.
I'm glad to hear it works I should also have thought about this sooner. Thanks Markus for helping out too.