So I have a outbound VPN connection on a 2862, and right now all connections are routed via this PPTP VPN connection (in Lan to Lan). Is there a way to route some internal network clients/devices via my regular non-VPN connection?

Short term fix is to run a VPN tunnel from a device over the routers VPN tunnel, not the most ideal solution.

Route Policy is the answer ...

https://www.draytek.co.uk/information/our-technology/policy-routing

https://www.draytek.co.uk/support/guides/kb-policy-routing-guide
https://www.draytek.co.uk/support/guides/kb-policy-routing-guide-v2

Thanks, had a quick play with this, couldn't get it to work, the routing depending on client (or destination country) was occuring, but I could get everything else working. Depending on settings, I either had VPN traffic and everything else a lost packet, or no VPN routing, never achieved selective routing. It's as if the return packets didn't know where to go.

Are there any settings on the VPN page I need to tweak to get this routing to work?

I used the route policy diagnostic and the routing is doing the correct thing, routing sone via WAN1, some via VPN1 depending on the input. However VPN packets are getting lost somewhere in the setup.

How should I get setting up gateway and default gateways? There are also lots of other random check boxes like

Pass packets from LAN in Routing mode to VPN
Pass Packets to WAN when VPN disconnects
Change default route to this VPN tunnel ( Only active if one single WAN is up )
From first subnet to remote network, you have to do (NAT/Route)

Hmm, done a factory reset and setup from afresh, and found some alternative instructions here:

https://emtunc.org/blog/11/2015/setting-up-a-vpn-tunnel-on-draytek-nordvpn/

It's doing exactly the same.

When I set a route policy to route a particular client source IP over VPN, all I get is connection time-outs, even if though the VPN is connected. I know the VPN is working, as when I tick to make it the default, everything is routed via the VPN fine. I am having trouble when it's not the default route, and I am trying to selectively route stuff.

I'm sorry, but you've exhausted my knowledge on the subject.