Some of these things are a bit new, so forgive me if I don't know everything just yet. I have talked with the developers of the app and found out a couple of relevant things:
The naming convention for PKCS#12 key/cert bundles is currently only applied on iOS, but we could roll it out to other platforms too if that makes sense. It kinda does, I suppose. We just needed a way for the import to be possible easily by recognizing it separately. On android for example it doesn't use this file extension.
Regarding .mobileconfig check this page;
https://docs.openvpn.net/faqs/faq-regarding-openvpn-connect-ios/#Can_I_import_an_OpenVPN_profile_via_an_iOS_mobileconfig_file
If you find any problems with any of this information let me know as I can update the documentation accordingly.
Currently there is one specific problem that we are waiting on Apple for to try and fix;
The combination of using PKCS#12 in mobileconfig fails.
If you use PKCS#12 with your own .ovpn config that works fine.
If you use mobleconfig with bundled certificates (not PKCS#12 bundle but 'normal' style certificates) that works fine too.
The combination of PKCS#12 in mobileconfig fails.
I don't really know the technical details, but I do know it's some sort of a permissions problem that is outside of our reach to resolve and we need Apple to step in and give us the means to make it possible for this to function.
