For what it’s worth, I got Vyos working with OpenVPN to ExpressVPN. Most importantly, I discovered how to use Policy Based Routing (PBR) to route my LAN traffic over the VPN. When I naively tried to set Vyo’s default route to ExpressVPN… It appeared ExpressVPN could not route to itself 
Here’s a couple configuration snippets. I hope this helps!
set policy route VPN-FOR-YOU-ROUTING rule 100 description 'Use ExpressVPN'
set policy route VPN-FOR-YOU-ROUTING rule 100 set table '90'
set policy route VPN-FOR-YOU-ROUTING rule 100 source address '10.10.1.0/24'```
set protocols static table 90 route 0.0.0.0/0 interface vtun1
set protocols static table 90 route 0.0.0.0/0 interface vtun2