This exercise has been extremely frustrating but after many hours of trial and error I managed to load successfully Openwrt V15. I am very surprised I did not brick the router in the process because I did it wrong over 20 times until I succeeded.
After many hours of trying I found this video
https://www.youtube.com/watch?v=RtqVKNfuxWM?t=0 (over an hour long!) and following the instructions I managed to load Openwrt V15 which I now have running on the router and I am playing with it. I suppose if I want to flash the router with a new OS I can do it from there and not go through the entire rigamarole again.
The instructions are complex and prone to making mistakes. I could not find anywhere a detailed explanation of the syntax of
tftpboot and it was very frustrating.
tftpboot 0x80000000 openwrt-15.05.1-ar71xx-generic-tl-wr841n-v9-squashfs-factory.bin
erase 0x9f020000 +0x3c0000
cp.b 0x80000000 0x9f020000 3c0000
reset
Anyway, all's well that ends well.
I will now spend some time learning a bit about Openwrt and see what I can do with it. I would like to block some IP addresses and another thing I'd like is a VPN but I do not think I have seen any VPN configuration in the menus.
After some playing it can replace another router I have, a TPLink WR340G, with all the menus and interface in Chinese.
Maybe that can be the next flashee.