Openvpn needs bash binary inside chroot folder to run custom scripts.
Thought openvpn copies /bin/bash by itself to chroot folder, but i was wrong. So i had to copy it myself.
1. Copy bash binary to chroot/path/bin/.
2. Find required libraries with ldd /bin/bash and add them to chroot folder.
3. Check if you can chroot into folder with chroot path/to/folder.
Afterwards if permissions and script is ok, it should work.