While in the Linux OS settings section, choose the OpenVPN advanced option and make sure that LZO compression is disabled.
In the case that it disabled by default, please enable the OpenVPN advanced option and retry to connect to the internet. (Its a known bug in the OpenVPN application).
From Ubuntu 18.0.4 and later the LZO Parameter screen was changed, and should be defined as follows:
The full Linux configuration can be found at https://docs.perimeter81.com/docs/manual-configuration-for-linux