Hi Alex,
welcome to the IPFire community. 
I am sorry to say this, but QoS only applies to the RED interface indeed.
Neither being an expert with QoS nor with OpenVPN, I have no idea how much effort would be necessary to implement this. @ummeegge: Do you have an idea on this?
EDIT: I just came across this thread of yours, which exactly covers the same issue. To avoid duplicates, I will close this one - please feel free to continue the conversation in the thread linked.
Thanks, and best regards,
Peter Müller