I have a router (ASUS RT-AC66U) with an embedded OpenVPN server. I'm able to successfully connect to the OpenVPN on the router, as well as, access internal services in my home network; However, Whenever I look up my IP address I still have the IP address of the location where I am currently connected (i.e. 250.456.12.86 at Coffee House) instead of my home network. With that said, the "advance settings" on my server (see image below) has a option called "Direct Clients to redirect internet traffic" and marked as "No". According to my research, allowing this option slows down network performance as it routes traffic from the coffee house back into your home network. So really, How am I secure If I still show the IP address of the coffee shop? and how can I test that my connection is encrypted (and it really looks like garbage) if someone in the coffee house decides to sniff my traffic?
Some background: The reason why I ask this is because the company that I work for also has a VPN implementation but when I'm connected to theirs my IP address is that of my workplace network.