Thanks, it turned out to be a problem with the Synology NAS box. During Client VPN setup one needs to upload all certificate files explicitly rather than have them all included in the single ovpn file. There were no issues with the router. Merlin rocks!
Router RT-88AXU
I have used Merlin v384.19 OpenVPN server and have an OpenVPN client connection from my Synology NAS box (DSM v7). After upgrading Merlin to v386.3_2, the OpenVPN client connection from the Synology NAS box no longer can connect. After about a minute it says 'Connection failed...