This happened a couple of years ago? I tried finding the "official" article stating this but can't. The following link is just from a google search:
https://www.experts-exchange.com/questions/29002119/Self-Signed-SSL-Certs-Exchange-2016-and-iOS-10-and-above-devices.html
This used to work. You would email your self signed cert to your iPhone, imports it and you had to create a profile to use it. But OpenVPN would work them. Some time, again I think for iOS 10, Apple stopped allowing that.
Other google searches imply there is now a workaround but I have yet to be able to get it to work.
Are you able to get self-signed certs working on iPhone for OpenVPN?