This is a dedicated topic for OpenVPN server Rock-on. Let it be our knowledge base and a running discussion thread for everything related to this Rock-on.
Ben, it is in that directory - however, because the OpenVPN is part of a docker image, you need to take a look at the share associated with that container. When in SSH try this:
docker run --rm --volumes-from ovpn-data -it busybox sh
the configuration file is then found in /etc/openvpn in the openvpn.conf file (note, that nano does not exist in the image, but you can use vi to edit/view the file).