Shorewall configuration for PIA VPN?

Hello,
I've just installed PIA VPN application on my Ubuntu 24.04 machine which 
is gate/firewall/router.
I would like to use VPN for some services and apps (e.g. Split 
tunnelling feature that this application supports).
Unfortunately, I cannot successfully connect to the PIA VPN server. The 
application supposedly connects and shows 'connected' but no real 
network traffic is happening.

When the application is launched, new tunnel interfaces are created:
wgpia0 (if WireGuard) or tun0 (if OpenVPN).
How do I properly configure the shorewall to maintain secure connections 
to PIA VPN servers?

See my current shorewall settings when I try to connect to PIA VPN servers:
https://www.dropbox.com/scl/fi/7gkxg08jj99ghxbp2xpr0/shorewall.txt?rlkey=re1l9ycbaf3i49bnzhh6yhlra&st=l1xzhx9s&raw=1

and shorewall_dump
https://www.dropbox.com/scl/fi/ldr3s0jclco6f45pvm93f/shorewall_dump.txt?rlkey=s08p9doxbobgnm6cwotg7avzi&st=6vujn6li&raw=1


See also diagnostics and logs from the PIAVPN application set for Wireguard:
https://www.dropbox.com/scl/fi/8k8vc3hz0fnrrqrgrah4r/PIA_WireGuard_diag_20241007_094142887.txt?rlkey=z25vjrgizlmnz9kk1rnr7mg8m&st=ruhbrukt&raw=1
https://www.dropbox.com/scl/fi/ac3qdb895tqdlc4ke92e2/PIA_WireGuard_logs.txt?rlkey=dawpxacg1zzresypsa4fizyx4&st=f0yq1kz5&raw=1

and set for OpenVPN:
https://www.dropbox.com/scl/fi/ix405v1awsphc7cgmsfao/PIA_OpenVPN_diag_20241007_094826882.txt?rlkey=9c4siqmmfbstuect2qrnz89i4&st=n8jibpmm&raw=1
https://www.dropbox.com/scl/fi/60dq7zxvplxp1k6ggw6wj/PIA_OpenVPN_logs.txt?rlkey=syvx8w4m5r4zccouvbd7dsuwg&st=elpla71x&raw=1

Please advise how to change the shorewall configuration files to move on.
Thanks in advance for your answers.
Regards,
Bern