After a bit of struggle I got it working.
It's been a crash course in certificates and stuff like that, I just couldn't get everything to line up properly. Most guides shows how easy it is to export vpn settings to a windows client, but I run linux and had to struggle some more.
At one point I even swapped out the drive in my laptop to an old harddrive installed with windows - just to see it work - which it didn't..
Then I discovered that even though I've told my ISP supplied router/modem to fork over the entire connection and external ip to my pfsense box, believing that would make the router/modem function as a pure modem, for some peculiar reason the firewall in the router/modem were still active. I disabled that, leaving the firewall duties to pfsense and suddenly everything worked.
I flopped the linux drive back into the laptop and whadda'ya'know the linux vpn client worked just fine too..
Finally I modified the firewall rule for openvpn to block access to my local lan, so now I can connect to the virtual lan and use my internet connection to surf the web, while my home lan remains off limits fomr the outside.
All in all I'm a happy camper!