"smb://MyNasName/MySharedFolderName" in finder or safari , and then see the files in the shared folder available....
Does that work in lan as expected?
Which IP-adress has your OMV box?
Which IP-adress has your client tunnel-interface?
Can you ping your OMV box?
Does the name resolution on your client for MyNasName work?
Is there any firewall involved?
I don't think that that is an VPN issue, cause you get access to your OMV Web-IF.
Unfortunately, setting up Nextcloud isn't trivial,
Try it this way: Owncloud 8 and MySQL: alternative approach.
Allthough it is fpr OC8 it should work with NC.