OK, I did some further digging on these lines coming from my openvpn.log file:
Mar 11 22:19:57 firewall openvpn[99120]: ++ Certificate has key usage 00b0, expects 00a0
Mar 11 22:19:57 firewall openvpn[99120]: ++ Certificate has key usage 00b0, expects 0088
I found an article on this site which is talking about OpenVPN and remote-cert-tls server option in Advanced Configuration -> Custom options.
When I add the option "remote-cert-ku b0" just after the option "remote-cert-tls server" my openvpn client connection status went to "up".
[image: 1584029851828-screenshot-from-2020-03-12-17-17-19.png]
So now the VPN connection is up I can continue to configure pfsense to route the WAN through the tunnel.
Keep you posted if necessary. Thanks for the help so far.
Erik