Well, I found this link :
https://github.com/threerings/openvpn-auth-ldap/issues/29
so I tested with this configuration :
<LDAP>
# LDAP server URL
URL "ldap://IP_ldap1 ldap://IP_ldap2"
# Bind DN (If your LDAP server doesn't support anonymous binds)
BindDN "CN=Bind User,OU=MyOU,DC=mydomain,DC=com"
# Bind Password
Password MyPasswordForBind
# Network timeout (in seconds)
Timeout 45 #15
</LDAP>
<Authorization>
# Base DN
BaseDN "DC=mydomain,DC=com"
# User Search Filter
SearchFilter "(&(sAMAccountName=%u))"
# Require Group Membership
RequireGroup true
<Group>
BaseDN "dc=mydomain,dc=com"
SearchFilter "(cn=Group_OpenVPN)"
MemberAttribute "member"
</Group>
</Authorization>
I did reload my OpenVPN with no error.
But when I block the access of the LDAP1 for the OpenVPN server, the OpenVPN server does not even try to connect the LDAP2 and keep up sending requests for authentication to the LDAP1.
Any idea to solve the problem ?