Would I change my IP address through my router settings or the OpenVPN app on my client? I cannot find a way to set the IP through my router settings.
In Mullvad, the IP ranges in that menu you mentioned are:
10.0.0.0/8
172.16.0.0/12
192.168.0.0/16
169.254.0.0/16
0xfe80::/10
0xfc00::/7
Connecting through OpenVPN gives me the IP address 192.168.254.2. In the OpenVPN app, changing my IP address makes it so I cannot ping any devices on the network.