Let me answer your question a little more thoroughly. I have no clue about GNS3, but I know openvpn and TunnelBlick, which is a MacOS client for openvpn - And your question is network related. The question is missing important things - I have to make some assumptions, but I'll hope to get you on the right path to find the cause.
You mentioned that the remote server is located inside your school. I'll assume that your school at least has one firewall, which owns the interface holding the school's public IP address which you are using to access your VM. Let me draw this for clarification:
FW remote server virtual machine
| | |
Pub. IP->|<--- priv. Subnet A ---> | <-- priv. Subnet B --> |
| | |
Again, I have no clue about your school's network infrastructure, all this is an assumption. But this clarifies my point: any connection incoming on your schools public IP must be translated to the IP inside subnet A of your remote server. This is a rule which must be present inside the firewall. Obviously, there is such a rule for the SSH port of your VM, otherwise the scp command would not work. But just because there is such a rule for the ssh port, does not mean such a rule exists for the UDP port 1194, too.
If you passed the firewall and reached the host interface of the remote server, there needs to take place a network address translation again - this IP packet is not meant for the remote server, it is meant for the VM - there needs to be a NAT rule in place to translate the incoming traffic to the VM's IP address. Maybe you have an idea now where to start searching for the cause of your problems.