SSH connection problems through OpenVPN tunnel (“TCP Previous segment lost”)

I have a VPN tunnel to an OpenVPN server. The VPN is a Sophos VPN which uses OpenVPN under the hood. I do not know the server configuration nor can I change the server config. My tunnel endpoint is tun on Win 10 (OpenVPN 2.4.8) and its config looks looks like:

ip-win32 dynamic
client
dev tun
proto tcp
verify-x509-name "[...]"
route remote_host 255.255.255.255 net_gateway
resolv-retry infinite
nobind
persist-key
persist-tun
dev-node "OpenVPN"
pull-filter ignore redirect-gateway
route 192.168.20.0 255.255.255.0 vpn_gateway 3
<ca>
[...]
</ca>
<cert>
[...]
</cert>
<key>
[...]
</key>
auth-user-pass
cipher AES-128-CBC
auth SHA256
comp-lzo no
route-delay 4
verb 3
reneg-sec 0
remote [...] 8443

Now I have the issue that an SSH connection through the tunnel hangs at debug1: SSH2_MSG_KEXINIT sent (this is WSL ssh):

$ ssh -vvvv 192.168.20.147
OpenSSH_7.6p1 Ubuntu-4ubuntu0.3, OpenSSL 1.0.2n  7 Dec 2017
debug1: Reading configuration data /etc/ssh/ssh_config
debug1: /etc/ssh/ssh_config line 19: Applying options for *
debug2: resolving "192.168.20.147" port 22
debug2: ssh_connect_direct: needpriv 0
debug1: Connecting to 192.168.20.147 [192.168.20.147] port 22.
debug1: Connection established.
[...]
debug1: Local version string SSH-2.0-OpenSSH_7.6p1 Ubuntu-4ubuntu0.3
debug1: Remote protocol version 2.0, remote software version OpenSSH_7.6p1 Ubuntu-4ubuntu0.3
debug1: match: OpenSSH_7.6p1 Ubuntu-4ubuntu0.3 pat OpenSSH* compat 0x04000000
debug2: fd 3 setting O_NONBLOCK
[...]
debug3: send packet: type 20
debug1: SSH2_MSG_KEXINIT sent

I capture the session with wireshark and see that I get "TCP Previous segment lost":

No.     Time        Source                Destination           Protocol Info
      4 2.933875    10.81.234.15          192.168.20.147        TCP      54013 > ssh [SYN] Seq=0 Win=64240 Len=0 MSS=1460 WS=8
      5 3.305435    192.168.20.147        10.81.234.15          TCP      ssh > 54013 [SYN, ACK] Seq=0 Ack=1 Win=64480 Len=0 MSS=1240 WS=9
      6 3.305511    10.81.234.15          192.168.20.147        TCP      54013 > ssh [ACK] Seq=1 Ack=1 Win=65536 Len=0
      7 3.317162    10.81.234.15          192.168.20.147        SSHv2    Client Protocol: SSH-2.0-OpenSSH_7.6p1 Ubuntu-4ubuntu0.3\r
      8 3.335238    192.168.20.147        10.81.234.15          SSHv2    Server Protocol: SSH-2.0-OpenSSH_7.6p1 Ubuntu-4ubuntu0.3\r
      9 3.339937    10.81.234.15          192.168.20.147        TCP      [TCP segment of a reassembled PDU]
     10 3.339948    10.81.234.15          192.168.20.147        SSHv2    Client: Key Exchange Init
     11 3.635978    192.168.20.147        10.81.234.15          TCP      ssh > 54013 [ACK] Seq=42 Ack=42 Win=64512 Len=0
     12 3.947955    192.168.20.147        10.81.234.15          TCP      [TCP Previous segment lost] ssh > 54013 [ACK] Seq=1122 Ack=1402 Win=64512 Len=0

I think this could be related to MTU so I played around setting the MTU on the SSH server and the OpenVPN client endpoint (various values from the default 1500 down to <1000). No changes.

I also tried using ping -f -l PKTSIZE 192.168.20.147 and the interesting part is that ping succeeds until PKTSIZE=71 and for PKTSIZE > 71 I get "Request timed out".

Note: On a different computer with the Sophos VPN Endpoint client but otherwise the same network, everything works as expected.