Based on my experience, if you set up a VPN server (such as OpenVPN) by yourself and use it in China, you will see strange behaviours and the VPN server might stop working after some time. As a result, I've given up using my VPN but been using third party VPN service, which works better. Here's a list of VPNs that currently works in China: http://www.vpndada.com/best-vpns-for-china/