I solved this by using a workaround:
https://slproweb.com/products/Win32OpenSSL.html
Get the OpenSSL 1.1.1 binaries for windows (the lastest light version will do, at the time of writing it was
https://slproweb.com/download/Win64OpenSSL_Light-1_1_1f.exe), download and extract. (donate to the dev).
Replace
C:\Program Files\OpenVPN\bin\libcrypto-1_1-x64.dll
C:\Program Files\OpenVPN\bin\libssl-1_1-x64.dll
with the OpenSSL 1.1.1 versions on both the client and server sides.
TLS 1.3 now working, happy days 🐨 😉
Still cannot use "tls-version-min 1.3" directive on the server config file though, needs to be "tls-version-min 1.2" as the "tls-version-min 1.3" directive is unrecognised by the OpenVPN binary, yet it still uses 1.3 with the newer crypto dlls above.
Hope this helps someone save a few hours trying to work it out