I'm taking a stab here, because I'm not sure exactly how you're configured, but whether you're using a peer to peer setup or a client-server setup, you should add the "float" option to the ovpn (config) file for each peer, client, or server. Normally, the port that openvpn uses is 1194, so each peer or server is expecting that port from each connection - the "float" option tells the peer / server to accept incoming connections from any port (as long as the other security requirements have been met)
cheers,
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