Router has option to choose OpenVPN - should I enable or not?

I am aware that OpenVPN is available with Firewalla. I have a TP-Link Archer VR-2800 which has the option to enable OpenVPN - should I enable this as well as the application on Android that was available via Firewalla? Or should I leave it disabled? Should I setup any special settings in Firewalla to allow PS4 unfettered connection to PSN? Also any special settings for Humax PVR-5000T in respect of On-Demand streaming services?