I have investigated issue with embedded OpenVPN more deeply.
Still routes are set incorrectly but in another way.
When I am trying to use VPN over VPN Network Manager somehow decides that
gateway which comes for second VPN (VPN2) is outside first VPN (VPN1) so it
creates separate route for it to make packes handled by WiFi interface.
That is how it is going on with current testing OpenVPN plugin v.1.2.4-1.
With unstable version (1.2.6-2) it does not bring up any routes at all for
the embedded VPN connection.
I am wondering why NM does so many decisions instead of just doing what
DHCP server says.
And I do not completely understand do I need to create separate issue or
this one should be enough. Please assist.