Not sure if this is still an issue, but here is what I did and it work without issue:

I have a MT300A and have a PureVPN account. They have Howto’s for a number of routers, but not openwrt. I went to their DD-WRT howto (https://support.purevpn.com/openvpn-script-method-for-dd-wrt), and downloaded their OpenVPN files. What I got was a zip with the ca.crt, Wdc.key, and folders of ovpn file (TCP and UDP). I simply uploaded this zip in the basic OpenVPN GUI, entered my username and password, and it just worked. I have been using UDP, but have not tried TCP.