Hi Tomasz, I have been struggling with this exact problem last couple of days on a Mikrotik router.
I had it working with ovpn before, but this time something is not working. The trick with small letters in the hostname didn’t do the trick ether.
I am running firmware 7.18.1 / tilegx
Can you please post your config’s related to the ovpn client and cert, minus the user/pass of course 
Ps. are you the Tomasz I worked with in Denmark some years back?
Cheers,
Frank