OpenVPN and WireGuard are two protocol choices you have when using most commercial VPNs. WireGuard is faster but there are some trade-offs you should understand. This article goes over the basics between them and which protocol is better for your situation: https://simplifiedprivacy.com/vpn-protocols-which-one-should-you-use/
One of the selling points Jason had for WireGuard is that it’s less likely to be misconfigured
I’d probably argue WireGuard is security first, and can be used for privacy
IIRC the saving of IP addresses in memory is part of the design to allow you to keep connected to the VPN even if your network connection changes, e.g. when switching from WiFi to 5G
Not to say there aren’t any downsides, just that you already need to implicitly trust your VPN provider either way
The UDP only issue is really unfortunate for networks that try to block anything not HTTP