If you're worried that your real IP might revealed when OpenVPN disconnects for what ever reason, you can use this tool that will monitor the status of your OpenVPN connection and if it disconnects, it will stop ALL Internet activity so your real IP will never show. 

This is a 3rd Party tool. We do not give any support for it. Use it at your own risk and follow the tool's Manual to understand how it works. Additionally there are easier methods to do this using Windows firewall for example, or even Guavi VPNCheck 

Why monitor the status of your connection?

1. To ensure that your real IP does not leak when connected to your server.

2. To ensure that your traffic is encrypted through OpenVPN constantly by monitoring the stability of the private IP assigned to you.

3. To prevent DNS leaks while connected to any server.

How it works

[Copied directly from the site at openvpnchecker.com]

The service is offered as OpenVPN connection monitoring service using the watchdog program. To use the service, you have to install the program and run the OpenVPN WatchDog before initiating connection to your OpenVPN server. The program will automatically detect your real connection IP and location of your IP by making a secure outbound connection to our GeoIP server. Your real IP is then stored internally on your computer and then starts monitoring your connection IP every second after you start the OpenVPN session ito make sure that your real IP is never exposed. In addition, the program ensures that all traffic leaving your computer is fully encrypted and that al DNS queries are routed through the DNS servers pushed to the client by the OpenVPN server by monitoring and comparing the assigned private IP of the OpenVPN server and your local connection. In the event a security issue is detected, a barking dog sound is produced and an alert is given. In addition, the program will automatically deactivate all internet connections on your computer. To enable internet connection again, simply click the “Enable All Network Connections” button to restore the internet access.

The program functionality is based on the ipconfig and tracert commands to ensure that the private IP and the Default Gateway assigned to the TUN Virtual Interface belongs to the remote LAN you are connected thereby ensuring that the internet traffic is actually routed across the VPN and hence encrypted. For details on how the system works please click here

Important: Please note that when using OpenVPN Watchdog, your real IP is never stored on our GeoIP server. The GeoIP server is only used for determining your real IP address and no logs are kept on the server. In addition, the server is securely protected from any third party access and we do not sell or give out your IP addresses or any other personal information.