O tópico Uma solução simples para o problema 'Enviar todo o tráfego pela VPN' diz:
In setting up a VPN on my OS X Server at the office, I was having trouble getting the OS X client option "Send all traffic over VPN" to actually do what it says. In fact, the setting appeared to change nothing on my client machine. After much googling and searching the Apple Discussion forums, I couldn't find anything specific to my issue, so I wanted to reveal the solution here for others to enjoy.
Simply go to your Network Preferences, open your Network Port Configurations, and drag the VPN entry to the top of the list.
This seems to force all TCP/IP traffic over the VPN no matter what the "Send all traffic over VPN" setting is, but only when you are connected to a VPN. I don't think this is an ideal solution, but at least it allows me to tunnel all my traffic while traveling.