How to stop VPN connection started from Jenkins?
Your question is sitting unanswered here because you're way "out in the weeds" - running pretty idiosyncratic batch scripts that seem to leverage cygwin on Windows, in short, you're in the "wtf" category here.  That's ok!  In this work, all of us are in this place for a lot of our day.

I suggest you consider switching these up for powershell tasks, you can use: 

node {
    powershell 'get-process "Openvpn" | stop-process -force'
}


to help with this.  This will simplify your build server and remove external dependencies on cygwin- which if you've ever grappled with at any scale, is a real monster.  It's tough to install automatically, tough to keep up to date, a vuln factory, and poorly maintained.

Perhaps even bigger picture though, using a VPN tunnel in a deployment process is slightly unorthodox.  You might consider pushing an artifact to a repository that both Jenkins and your target server have access to, then polling from the target server for the presence of a new build, then installing it.  Or simply decouple your build and deploy phases with a manual step- one where you log into your production environment to kick off a deployment after a build/test succeeds.