It is technically possible. You would need to have a program that takes the authentication data, and based on for example the username execute the authentication against either AD or a local Linux account.
OpenVPN Access Server allows for this. You can set one default authentication method, and also assign an authentication method to specific users. So you could have for example authentication via LDAP or RADIUS against AD as the default, and then assign a specific user as PAM authenticated.
If you wish to build this yourself with community software you'll have to create the necessary program that takes the authentication input from OpenVPN provided by the connecting client to the server, and takes the appropriate actions.