I’ve been able to get roon working using OpenVPN in TAP mode. The OpenVPN server is pfsense, client is Windows 10. It’s been a few weeks and it works great. I can listen to music all day at work using roon.
Sometimes I’ve gotten the “Audio file is playing slowly” error, but that’s due to internet connection speeds not the VPN. I fallback to plex in that case. This only happened once.
People mentioned turning on IGMP proxy. You don’t need this in TAP mode. I also disabled LZO compression entirely, as flac’s and mp3’s are already compressed.