Is it possible to add some extra Security to the OpenVPN-Server by using credentials for a Login via OpenVPN-Client?

HW v5.0 FW 1.0.4. Build 20180425 rel.72768(4555)

Hello, in my basic settings I can see a yellow checkmark on "Internet" and the 2,4Ghz is shown in yellow as well, while the 5Ghz is shown in blue. I am not sure if this is normal, or some indication...