Today I tested the Droid4x emulator with the JAA phone software. I found no issues with OpenVPN or the JAA software. I could connect to the VPN and perform all functions without a problem.
I suspect some players can’t use functions like "new session" because they are not holding the button down long enough, as explained in instructions.
As for OpenVPN, if you cant use it, this would be a firewall issue. Check your firewall software to allow the emulator to access the internet and use the required port.