What was the previous firmware version you had installed?
Did you update with Keep settings option enabled? If yes, could you reset the device to factory defaults and reconfigure OpenVPN instance?
An example configuration between windows client and Teltonika server is provided here, please check it.
If you are still experiencing OpenVPN connectivity issues, I would like you to attach a troubleshoot file to your question. Please, replicate the issue, then access router's WebUI, go to System -> Administration -> Troubleshoot section and download troubleshoot file from there. The logs in the file might provide more insight into the issue.