Yes, it helped, I added this line
CapabilityBoundingSet=CAP_IPC_LOCK CAP_NET_ADMIN CAP_NET_BIND_SERVICE CAP_NET_RAW CAP_SETGID CAP_SETUID CAP_SYS_CHROOT CAP_DAC_OVERRIDE CAP_KILL
to all /lib/systemd/system/openvpn*.service files (only to /lib/systemd/system/openvpn.service didn't help).
Now it works.
Thank's a lot.