OpenVPN on DD-WRT success but IP is not hidden
Currently, I have TP-Link ac3200 running as a first router off this Cogeco modem-router. This cogeco modem router is indeed functioning as a modem-router, as in it does broadcast wifi signals (2.4Ghz and 5Ghz). Up until now, all of my devices have their own openVPN clients running PIA, and everything is fine.
I however realized I still have my xbox and ps4 just running raw, and probably needed to be hidden from the grid. So I am thinking of using my Asus RT-N10P.
I have flashed it with DD-WRT, successfully set it up with OpenVPN Client from PIA instruction page - it does say "CONNECTED SUCCESS" in Status page. All seems good, but when do a "what is my ip" search, it still lists my actual IP address.
Am I doing something wrong? Is it because my Cogeco modem-router is functioning as a modem-router and not a modem only? I don't think there's an option to set up VPN client on this Cogeco modem-router, and I would prefer it stay the way it is.
What can I do?
Advices are greatly appreciated