The 'openvpn' user is a special super admin user that bypasses LDAP authentication on purpose. The idea being that when you enable LDAP and you make a mistake in configuration, you can still log in as an admin user and correct the mistake. Or if your LDAP server has a problem or has changed credentials or something, and you need to log in to the Admin UI and fix things, you can still do so with the openvpn admin account.
It is possible to create multiple such super admin users and they have special access rules. This is not safe however. We advise that you disable the 'openvpn' account when you are finished configuring things and have set up your own admin user. Why is it unsafe to keep using the 'openvpn' account for admin purposes? For one, it bypasses LDAP authentication, so centralized password management for this account just does not work. Also, Google Authenticator is bypassed for this user, again with the idea that if things are messed up you need a way to get in and fix things. So, make your own admin user, and use that, and disable the 'openvpn' account. Instructions are on this page:
https://docs.openvpn.net/getting-started/recommendations-to-improve-security-after-installation/
In any case, while it is possible to create multiple such super admin users that indeed bypass LDAP and go to PAM directly, it is not recommended for security reasons. Also, all such accounts will always have admin rights and this cannot be disabled for these type of accounts. This is probably something you don't want, and we advise against it.
In short though, it is currently not possible to use LDAP authentication, and then have one or two additional users that use local authentication mode. If you need an additional user, then simply add it to your LDAP directory, and use those credentials to log in.
If you really are focused on having this solution anyways, an unsupported option is to switch to PAM authentication, and in PAM set up a module that queries LDAP. This way local PAM accounts and external LDAP accounts through PAM authentication can work.