Looks like your certificate is not linked correctly and the client cannot find it. This tutorial is not specific for MacOS, but I believe it could be useful to pinpoint the problem.
For a quick and dirty test, you could generate an insecure package (all the keys in clear text inside .ovpn file) and import it (see the tutorial for how to do that). If the client works, you know that your problem was the inability of the client to work with the operating system to access the certificate.