For some hosting providers it is common to open just some pre-defined ports that are commonly used. Try setting any random service to test if incoming UDP port (i.e. 1194) is open. You can try using custom port using openvpn.port=1234 option.

Sometimes hosting providers block most UDP ports altogether, even outgoing ones. In that case You can still run a node using TCP protocol. You can do that using -openvpn.proto=TCP option.

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