Create transmission jail by going to Plugins > Available > Transmission > Install and leave DHCP checked, do not touch anything else and press save.
Go to Jail and stop the jail named "transmission" by pressing on the 3 dot menu button > stop.
In the same menu again, press mount points.
Add a mount point (by going to Actions > Add Mount Point) which sets somewhere in your storage dataset as the source and /media in your jail dataset as the destination.
Move the downloaded script from this repo into the source that you set in your mount point earlier.
Go to Shell (FreeNAS one and NOT the jail one) and type in the command below:
iocage set allow_tun=1 transmission
Reboot FreeNAS.
After reboot, go into the shell OF YOUR JAIL by clicking on the 3 dot menu next to your jail name (should be transmission) in the list.
Type the following commands:
cd /media
sh freenas-transmission-openvpn.sh
If the script ran fine with no errors, but transmission torrents aren't downloading, and wget http://ipinfo.io/IP -qO - does not return an ip address, pihole may be interfereing with it if you have one set up. In which case, you need to disable pihole (or whitelist ipinfo.io) and start the entire process from step 1 again.