Would have been nice to see response as i have the exact same setup and errors...
No mater what is done Phase 2 doesn't come up.
Queues do not work because you have xen package installed.
As soon as you will uninstall xen package, queues will start to work.
RouterOS OpenVPN does not support LZO and UDP and most likely support for them will not be added in near future.
Thank you for the support output file.
We are researching where could be the problem, the problem is related to routing