@solene I had in 2015 a similar issue. Here are my old notes, which solved the problem on Fedora.
-copy ca.crt, client.crt and client.key to ~/.cert - restorecon -R -v ~/.cert
alternative: setenforce 0
source: https://ask.fedoraproject.org/en/question/31989/there-is-a-conflict-between-selinux-and-openvpn-connection/
@solene oops, the ask.fedora link is not available anymore. Here is the archive.org link
https://web.archive.org/web/20190204050322/https://ask.fedoraproject.org/en/question/31989/there-is-a-conflict-between-selinux-and-openvpn-connection/
Gregory's Server
@solene oops, the ask.fedora link is not available anymore. Here is the archive.org link
https://web.archive.org/web/20190204050322/https://ask.fedoraproject.org/en/question/31989/there-is-a-conflict-between-selinux-and-openvpn-connection/