For RoadWarrior on the client side there is this command:
remote 192.168.10.1 1194
remote 192.168.10.2 1194
So the client tries one connection - if possible to connect it connects. If the line is down it tries the other IP.
Probably you have to enter this as a "custom command" on the client.
If your OpenVPN is running TCP as protocol there is no problem with multiwan but if it is running UDP you should do the following:
Change the listening interface of OpenVPN Server to your "LAN" interface or to "any".
Create a PortForwarding rule to your LAN interface on both of your WAN connections.
Create a firewall rule accordingly to the PortForward rule.
If you do not do this (with UDP) then there are problems because the traffic which comes in on WAN2 will go out WAN1 and so there is a mismatch.