You can ignore that error message (or disable IP addressing checking). The OpenVPN connection isn't configured to forward all traffic over the VPN, so your public IP won't change.
double-check the OpenVPN log after you connect to the server. I had to add a flag to tshark in the provided up.sh script to make multicast forward properly.
Would you be willing to post your modified up.sh script here, or somewhere? Would love to see what you did to get it to work (still no luck on my end).