I managed to get one step further by following the suggestion form this post,
https://forums.openvpn.net/topic12011.html.
We are missing <cert> and <key> in the .ovpn files and the post has an example of what to type and then it should work.
In my case I now have a standard profile in purple colour AND I can actually connect.
Unfortunately I cannot connect succesfully.
The status is "Pulling settings from server" and after 30 seconds I receive a connection timeout.
Can you guys try this out and post back if you have the same issue?