URLs with complex query strings will not download data with OpenVPN connected

You are apperently having this using a browser. Which browser(s)?

And when you are at it providing basic information, which version of openSUSE?

And about the wget statement you typed. It is realy only intepreted up until the & when you do not escape it. The & lets it then go into the background (with PID 4785). And as there are more & characters there there are more PIDS reported below that. Most of them will soon error because they do not realy have any useful command that works (the Done lines show what tthe commands are).
In short, your wget gives no information at all about your problem.