Can you tell us what device and firmware version you are using? We do recommend updating to the latest firmware version.
I assume the OpenVPN server is not a teltonika device. Can you ping your teltonika device using the OpenVPN IP? Also please, share a topology diagram to understand what networks need to be connected.
You can check this OpenVPN configuration examples to connect a client LAN from the server. Keep an eye on the Common Name (the name shouldn’t repeat with other clients) and TLS clients. Although the server on this example is teltonika, the configuration should be similar on your server.
OpenVPN configuration examples RUT R 00.07 - Teltonika Networks Wiki (teltonika-networks.com)
Finally, remember to restart the OpenVPN service or reboot the device after making any change on the configuration.