I've not tried connecting an internal domain through a gateway server, but I have successfully used OpenVPN connections on the server box successfully (Router Gateway <-> Zentyal).. so my suggestions may/may not be helpful
Generating certs etc from your description look good though from the error you're getting it looks like something went screwy when the certificates were generated and OpenVPN doesn't trust them.. but from my reading of your setup it looks like there might be a forwarding issue from your Gateway server to the Domain server. Can you connect to the VPN when you're on the Domain LAN ? (N.B. you'll need to change the ip address to the local IP when generating the download bundle). If so you might need to forward 1194 from the Gateway to the Domain. FYI My working config doesn't have the TUN Interface ticked, or redirect gateway.
I know you chose a windows bundle, but are you testing with a linux host ? If so, this may be helpful;
https://blog.2ndquadrant.com/cant-connect-openvpn-linux-verify_error-tls_error/ try starting openvpn with;
sudo OPENSSL_ENABLE_MD5_VERIFY=1 openvpn client.ovpn
If not, I'd suggest re-generating the certs and trying the config again. Might also be worth posting the connection attempt log from /var/log/openvpn/VPN-Server.log so we can see what's happening server side.