I did everything according to the instructions
https://openvpn.net/community-resources/reference-manual-for-openvpn-2-4/
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--socks-proxy server [port] [authfile]
Connect to remote host through a Socks5 proxy at address server and port port (default=1080). authfile (optional) is a file containing a username and password on 2 lines, or "stdin" to prompt from console.
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client.conf
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#socks-proxy 5.41.121.111 1111 c:\\work\\openvpn\\keys\\pass1.txt
socks-proxy 5.41.121.111 1111 pass1.txt
socks-proxy-retry
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But this not work