Well, not exactly: your VPN client does receive the DNS servers, but there is no guarantee the DNS settings are applied.
One way you can verify this is to run
sudo tcpdump port domain
in one terminal window, and in another, look up a host name, say
host www.google.com
In the tcpdump terminal, you'll see exactly which DNS servers your machine connects to.
Like I said, I suspect systemd is fuggering up the actual update of the DNS settings. OpenVPN uses /etc/openvpn/update-resolv-conf script and the /sbin/resolvconf utility (from the resolvconf package) to update the DNS settings. The issue could be that the DNS settings do not get updated correctly.
Why is Google.com showing a certificate related with Facebook???
View the certificate, and check out the Issuer/Certificate Authority. For example, this here forum uses a Let's Encrypt certificate, issued by Let's Encrypt Authority X3 certificate. (So do I, BTW, on my own site.)
Ok, I've done some changes and solved the problem at least at first glance. I was getting other strange errors when trying to access google.com and youtube.com. On youtube the page would load but no video would load, or start download. On google.com this happened:

Then sometimes the error as I shown before where the certificate used was not the google.com but the facebook.com one:


Ok, here the log for when you asked me to do the tcpdump to the
host www.google.com:
phoenix@localhost ~]$ sudo tcpdump port domain
tcpdump: verbose output suppressed, use -v or -vv for full protocol decode
listening on wlp1s0, link-type EN10MB (Ethernet), capture size 262144 bytes
11:07:53.203649 IP localhost.localdomain.38905 > OpenWrt.lan.domain: 8370+ A? location.services.mozilla.com. (47)
11:07:53.203741 IP localhost.localdomain.38905 > OpenWrt.lan.domain: 19666+ AAAA? location.services.mozilla.com. (47)
11:07:53.206416 IP localhost.localdomain.45239 > OpenWrt.lan.domain: 37948+ PTR? 254.2.168.192.in-addr.arpa. (44)
11:07:53.208023 IP OpenWrt.lan.domain > localhost.localdomain.38905: 8370 4/0/0 CNAME locprod1-elb-eu-west-1.prod.mozaws.net., A 54.72.168.141, A 34.253.23.107, A 52.215.71.87 (147)
11:07:53.208095 IP OpenWrt.lan.domain > localhost.localdomain.38905: 19666 1/0/0 CNAME locprod1-elb-eu-west-1.prod.mozaws.net. (99)
11:07:53.208761 IP OpenWrt.lan.domain > localhost.localdomain.45239: 37948* 1/0/0 PTR OpenWrt.lan. (69)
11:07:53.209206 IP localhost.localdomain.42910 > OpenWrt.lan.domain: 46190+ PTR? 210.2.168.192.in-addr.arpa. (44)
11:07:53.210467 IP OpenWrt.lan.domain > localhost.localdomain.42910: 46190 NXDomain* 0/0/0 (44)
11:07:53.491442 IP localhost.localdomain.45719 > OpenWrt.lan.domain: 37061+ A? push.services.mozilla.com. (43)
11:07:53.491539 IP localhost.localdomain.45719 > OpenWrt.lan.domain: 44258+ AAAA? push.services.mozilla.com. (43)
11:07:53.493674 IP localhost.localdomain.48971 > OpenWrt.lan.domain: 46292+ A? push.services.mozilla.com. (43)
11:07:53.493818 IP OpenWrt.lan.domain > localhost.localdomain.45719: 37061 2/0/0 CNAME autopush.prod.mozaws.net., A 34.214.229.245 (97)
11:07:53.494657 IP OpenWrt.lan.domain > localhost.localdomain.45719: 44258 1/0/0 CNAME autopush.prod.mozaws.net. (81)
11:07:53.495204 IP OpenWrt.lan.domain > localhost.localdomain.48971: 46292 2/0/0 CNAME autopush.prod.mozaws.net., A 34.214.229.245 (97)
11:08:02.903703 IP localhost.localdomain.41786 > OpenWrt.lan.domain: 22828+ A? [url=http://www.google.com]www.google.com[/url]. (32)
11:08:02.906169 IP OpenWrt.lan.domain > localhost.localdomain.41786: 22828 1/0/0 A 31.13.72.54 (48)
11:08:02.906541 IP localhost.localdomain.37372 > OpenWrt.lan.domain: 64147+ AAAA? [url=http://www.google.com]www.google.com[/url]. (32)
11:08:02.907886 IP OpenWrt.lan.domain > localhost.localdomain.37372: 64147 1/0/0 AAAA 2404:6800:4008:800::2004 (60)
11:08:02.908135 IP localhost.localdomain.54107 > OpenWrt.lan.domain: 30974+ MX? [url=http://www.google.com]www.google.com[/url]. (32)
11:08:03.908741 IP6 localhost.localdomain.40837 > OpenWrt.lan.domain: 30974+ MX? [url=http://www.google.com]www.google.com[/url]. (32)
11:08:03.909067 IP localhost.localdomain.43483 > OpenWrt.lan.domain: 35935+ PTR? 1.0.0.0.0.0.0.0.0.0.0.0.0.0.0.0.0.0.0.0.0.e.e.c.4.6.4.d.0.8.d.f.ip6.arpa. (90)
11:08:03.912132 IP OpenWrt.lan.domain > localhost.localdomain.43483: 35935* 1/0/0 PTR OpenWrt.lan. (115)
11:08:03.912588 IP localhost.localdomain.50423 > OpenWrt.lan.domain: 24784+ PTR? 9.4.e.0.0.0.0.0.0.0.0.0.0.0.0.0.0.0.0.0.0.e.e.c.4.6.4.d.0.8.d.f.ip6.arpa. (90)
11:08:03.913932 IP OpenWrt.lan.domain > localhost.localdomain.50423: 24784 NXDomain* 0/0/0 (90)
11:08:08.557930 IP OpenWrt.lan.domain > localhost.localdomain.54107: 30974 ServFail 0/0/0 (32)
11:08:08.558272 IP6 localhost.localdomain.40837 > OpenWrt.lan.domain: 30974+ MX? [url=http://www.google.com]www.google.com[/url]. (32)
11:08:09.991507 IP6 OpenWrt.lan.domain > localhost.localdomain.40837: 30974 0/0/0 (32)
11:08:10.746061 IP localhost.localdomain.38081 > OpenWrt.lan.domain: 38125+ AAAA? fedoraproject.org. (35)
11:08:10.748403 IP OpenWrt.lan.domain > localhost.localdomain.38081: 38125 3/0/0 AAAA 2605:bc80:3010:600:dead:beef:cafe:fed9, AAAA 2610:28:3090:3001:dead:beef:cafe:fed3, AAAA 2604:1580:fe00:0:dead:beef:cafe:fed1 (119)
^C
29 packets captured
29 packets received by filter
0 packets dropped by kernel
Forcing the
dns-options on the .ovpn file doesn't change anything, the problems still presist.
The OpenVPN
/etc/openvpn/update-resolv-conf was not present in the folder in question, nor even inside the Client or Server Folder. Without the .ovpn files the folder would be totally empty.

I even instead of using the wireless from the OpenWRT router I am using (the Phicomm PSG1218 K2 that I cracked as shown in this post -
https://www.eevblog.com/forum/networking/phicomm-psg1218-k2-hw-rev-a2-openwrt-how-to/) and connected directly to the Huawei one provided by China Mobile, thinking it could be anything on the OpenWRT firmware. Nothing still the same.
Since the new Fedora 31 Workstation was released, and I didn't know if I had f#ck this installation by any reason after most of the testing that I've done before posting this problem and other things I tried to other stuff to try to convert gradually from Windows to Linux, I nuked the Installation from Fedora 30 to the sky by deleting the partitions and keeping the bootloader. Windows worked fine, no need to fix the boot.
Then downloaded the Fedora 31 Live Iso, checked the SHA-256, and install again in the free space, not partitioned available on the disk as last time when I installed the Fedora 30.
After the Fedora 31 was working first thing without even running any
dnf update I copied one of the .ovpn files and tested. Same problems, same errors as before. So it wasn't my fault.
Then I remembered that there was this option in the Settings/Network GUI:

And in the VPN zone it lets import files from .ovpn. So I imported one of the files, filled the spaces and voila... The problems cease to exist. The pages started loading perfectly and correctly and the certificates are loading perfectly, youtube videos work too (after you install the
dnf -y install ffmpeg codecs of course). Even the DNS Leaking now have an acceptable state (adding the
media.peerconnection.enabled on Firefox from
true to
false.

So now I ask: Why it works in the GUI but doesn't work on the terminal window?
If you do, I have an inkling that systemd is involved (specifically, that it rejects the openvpn DNS settings just because
), but maybe that is paranoia.
So probably you were right all the time Nominal Animal... Well thank you to everyone who tried to help me, I hope I don't have to return here to report that everything gone apesh#t again.