Ubuntu – openvpn ubuntu client to pfsense server. Timed out

Trying to get openvpn to work so that I may connect from my Ubuntu 14.10 workstation to a pfsense 2.0.3 server using OpenVPN.

I just installed the network-manager plugin and created a new vpn connection from the config bundle that comes from the pfsense server.

But I am unable to connect.

This is the output to syslog on the ubuntu client:

Oct  1 21:30:28 X58A-UD7 NetworkManager[833]:  VPN service 'openvpn' started (org.freedesktop.NetworkManager.openvpn), PID 3321
Oct  1 21:30:28 X58A-UD7 NetworkManager[833]:  Starting VPN service 'openvpn'...
Oct  1 21:30:28 X58A-UD7 NetworkManager[833]:  VPN plugin state changed: starting (3)
Oct  1 21:30:28 X58A-UD7 NetworkManager[833]:  VPN service 'openvpn' appeared; activating connections
Oct  1 21:30:28 X58A-UD7 NetworkManager[833]:  VPN connection 'phgateway-udp-34447-vpnbruger' (Connect) reply received.
Oct  1 21:30:28 X58A-UD7 nm-openvpn[3327]: OpenVPN 2.3.2 x86_64-pc-linux-gnu [SSL (OpenSSL)] [LZO] [EPOLL] [PKCS11] [eurephia] [MH] [IPv6] built on Dec  1 2014
Oct  1 21:30:28 X58A-UD7 nm-openvpn[3327]: WARNING: No server certificate verification method has been enabled.  See http://openvpn.net/howto.html#mitm for more info.
Oct  1 21:30:28 X58A-UD7 nm-openvpn[3327]: NOTE: the current --script-security setting may allow this configuration to call user-defined scripts
Oct  1 21:30:28 X58A-UD7 nm-openvpn[3327]: WARNING: file '/home/myusername/Desktop/Untitled Folder 4/phgateway-udp-34447-vpnbruger.p12' is group or others accessible
Oct  1 21:30:28 X58A-UD7 nm-openvpn[3327]: WARNING: file '/home/myusername/Desktop/Untitled Folder 4/phgateway-udp-34447-vpnbruger-tls.key' is group or others accessible
Oct  1 21:30:28 X58A-UD7 nm-openvpn[3327]: Control Channel Authentication: using '/home/myusername/Desktop/Untitled Folder 4/phgateway-udp-34447-vpnbruger-tls.key' as a OpenVPN static key file
Oct  1 21:30:28 X58A-UD7 nm-openvpn[3327]: UDPv4 link local: [undef]
Oct  1 21:30:28 X58A-UD7 nm-openvpn[3327]: UDPv4 link remote: [AF_INET]pfsense_server_ip:34447
Oct  1 21:31:08 X58A-UD7 NetworkManager[833]:  VPN connection 'phgateway-udp-34447-vpnbruger' (IP Config Get) timeout exceeded.
Oct  1 21:31:08 X58A-UD7 NetworkManager[833]:  Policy set 'Wired connection 1' (eth0) as default for IPv4 routing and DNS.
Oct  1 21:31:08 X58A-UD7 nm-openvpn[3327]: SIGTERM[hard,] received, process exiting
Oct  1 21:31:13 X58A-UD7 NetworkManager[833]:  VPN service 'openvpn' disappeared

I have used the pfsense wizard to setup the openvpn service and the proper rules should be added to the firewall.

I see a couple of warnings, but nothing that stands out to me.

EDIT:
When using the command openvpn --config FILE --cd /etc/openvpn --verb 4 on a config made for password auth with no certificates, I get this:

Options error: --ca fails with 'phgateway-udp-34447-ca.crt': No such file or directory
Options error: --tls-auth fails with 'phgateway-udp-34447-tls.key': No such file or directory
Options error: Please correct these errors.

Despite those files sitting right next to the ovpn file.

When using the above command with the original package that is userpassword + cert auth, then I get a login attempt asking me for username and password, but the only error I can see from all the output is this:

Thu Oct  1 22:05:29 2015 us=544930 TLS Error: TLS key negotiation failed to occur within 60 seconds (check your network connectivity)
Thu Oct  1 22:05:29 2015 us=544986 TLS Error: TLS handshake failed
Thu Oct  1 22:05:29 2015 us=545076 TCP/UDP: Closing socket
Thu Oct  1 22:05:29 2015 us=545123 SIGUSR1[soft,tls-error] received, process restarting

and that then loops over every 60 seconds, among a lot of other things, but no other errors that I can see.

Ports are open on the firewall and it should not be anything special.

EDIT2: Firewall rules on the pfsense box