The reason your post was moved is you placed it in the forum for OpenVPN Access Server. Since you are running OpenVPN as compiled by the EPEL project instead of OpenVPN AS, the advice you would get about OpenVPN AS would probably just frustrate you further.
SElinux policy support is usually best provided by the OS distribution. As you can see from the files listed by the installed RPM, OpenVPN doesn't itself provide any SElinux policy.
The problem appears from what you posted to be that a policy type is already squatting on the port you want to assign.
Have you tried modifying the existing entry such as the following:
semanage port -m -t openvpn_port_t -p tcp 8080
Otherwise, try deleting the existing entry before adding it such as:
semanage port -d -p tcp 8080
semanage port -a -t openvpn_port_t -p tcp 8080