@Patate, thank you for detailed report.
We have been discussing this problem recently and considering enabling masquerading on Internal networks as well. We have don’t so yet due to incomplete understanding of the security consequences.
You can try doing this as follows:
firewall-cmd --zone=internal --add-masquerade
firewall-cmd --zone=internal --add-masquerade --permanent
After this, mark your Internet connection as ‘Internal’ zone. Internet browsing over OpenVPN and Privoxy service should both be accessible.