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@gonzalo i wish it did, from what I have found, it will automatically disconnect, when the phone goes into low power mode. The best it can do is automatically reconnect when the phone wakes up!
The picture at the bottom of this thread helped with the reconnect!
@gonzalo The iOS VPN subsystem is pretty clever and will re-initiate your connection automatically when your phone wakes up from sleep .. but it does not support any of the native functionality of OpenVPN for connection management.