You don't have to downgrade OpenSSL.
With the introduction of openssl version 1.1.1 in Debian the defaults are set to more secure values by default. This is done in the /etc/ssl/openssl.cnf config file. At the end of the file there is:
[system_default_sect]
MinProtocol = TLSv1.2
CipherString = DEFAULT@SECLEVEL=2
Debian now require as minimum the TLS 1.2 version instead TLS 1.0. If the other side does not support TLS 1.2 or higher you will get some connection errors.
I recommend upgrade openvpn on server to newer version which support TLS 1.2..
Second options (not much secure) is modify MinProcotol to TLSv1 or TLSv1.1.