Agreed, you can do what you want. Some, possibly all (IDK), OpenVPN providers send routes to their clients so that everything goes over the VPN. You can add "route-nopull" to the ovpn config file to stop this so that nothing goes over the vpn unless you direct it to do so. For this you can use EdgeMAX - Policy-based routing (source address based).
You will want to make sure that you add specific routes for your L2TP to go over your WAN interface if they would otherwise be directed to the vpn.
As for directing certain domains, I know you can do that with the above Policy-based routing method for their IP addresses, subnets, or groups. I don't know what you can do with the domain names themselves other than look them up and try to capture the variations in groups.