Have you done any special settings for wireless connection?
Provide a topology here.

Vivian, thank you for your reply.

No, I did not use advanced setting. I have changed "AP isolation" to ON once. It was for testing purposes, but it did not change VPN behaviour.

WPA2 AES, channel and channel width both on auto, WPS and MAC filtering disabled
192.168.50.1/24 LAN network
static public IP from my ISP on WAN interface, assigned by DHCP (associated with my WAN MAC)
DMZ not used, HW NAT enabled (disabling it does not help), SPI firewall enabled ( disabling does not help)

I do not know what more information I could provide converning my network architecture as it is simple - two laptops on wifi, two tablets on wifi.

With my current settings VPN connection works on LAN ports.

I have tried alternative firmware (DD-WRT) and with that firmware VPN works both on WLAN and LAN. I think it should work on OFW, however.