To ensure that the traffic from your local network will only be forwarded through the VPN interface and dropped if the VPN is disconnected, you need to add a simple firewall rule. 

In Administration > Commands > add the following rule:

iptables -I FORWARD -i br0 -o `nvram get wan_iface` -j DROP

Select "Save Firewall" to save the rule and reboot router.   

Test after reboot if you can reach the internet by having the VPN enabled or disabled.