Thanks man, I'll take a look on this AFWALL
I'm using the OpenVPN app
I have the Persistent Tun ON ... so you're saying if BEFORE I connect to the Wifi network, if I first open the OpenVPN app and try to connect to the profile (of course it will not, it will hold until a usuable network appears), the OpenVPN app will block the connections until the VPN connects? If so, my problem is solved, I just need to run OpenVPN first and try to connect offline, and then turn on the Wifi network
I could make it work using AFWall+ ... just enabled the VPN support and now with the firewall turned on, my connections will be established just when the VPN connects ... thanks for you all!