The version of openvpn we currently ship in vyos is 2.3.4, which only supports TLS up to 1.0 (see https://community.openvpn.net/openvpn/ticket/401 for more details). TLS 1.0 and 1.1 are both deprecated, and at least 1.2 is recommended.
This is causing issues in our configuration, as network-manager-openvpn-gnome doesn't support passing the the tls-version-min option to openvpn, which now defaults to 1.2 minimum.
I believe 2.3.5+ should support it properly, or 2.4.0 is available in jessie-backports (https://packages.debian.org/jessie-backports/openvpn)