Configure the firewall

Go to Firewall > Rules, WAN tab and click + to create a new rule.

Enter these values:

ActionPass
Disablednot checked
InterfaceWAN
ProtocolUDP
Sourceunchecked, any
Destinationunchecked, WAN address
Destination port rangefrom OpenVPN to OpenVPN
Logonly check when troubleshooting
DescriptionOpenVPN RADIUS

Click Save and the rules page will reload. Do not forget to click Apply Changes.