You should have better luck with something like Shadowsocks, or even better, Shadowsocks over a SSH tunnel. There are probably better and more potent alternatives that I'm not familiar with. If you just want to do regular web browsing, a simple thing to try is to just use "ssh -D" for a SOCKS5 proxy and configure your browser to use the proxy.
Also, a possible first step in debugging is to run the same server setup in the same country as the client and see whether it allows you to connect to a domestic server. If it doesn't, it's probably a problem with your client/server setup as the state's firewall probably doesn't need to block domestic VPN connections.