You’re right. Humble apologies. We techies do get carried away sometimes.
I don’t use PIA so I visited their site and see that they have a SOCKS5 proxy in NL. I assume this is what you used, since the Kodi GUI allows for the use of a proxy server under Settings > System > Internet access… The effect of using the proxy is that it will apear to others on the Internet that you are located in NL. But, a proxy such as PIA’s will probably not encrypt your traffic, meaning that it can be inspected while in transit, for example by your ISP. Openvpn, on the other hand, does encrypt data in transit between you and the VPN server.
OSMC does not have openvpn installed by default, but it can be easily added.
It will take some configuration to get it working but this is not too difficult. You will need to use SSH and the command line, but I see you have already crossed that bridge.
There is a thread here where the ins and outs of getting openvpn to run at startup were discussed. The tl;dr is in post #28.
And Tom has already answered your last query! 
Edit: Just one other important point that I forgot to mention. You will need to configure each application individually to use the SOCKS proxy; it does not apply to the whole system. So, for example, a bittorrent client will not use the proxy unless it is configured to do so. By contrast, openvpn will send all external traffic through the VPN tunnel.