Looking through other forum posts and on the internet for the above error message a common theme is that the setting for TLS Auth is missing on one side, either on the server or the client.
The script you are following includes the creation of the TLS Authentication key. What it actually does is create the location in your .ovpn file and then copies across what is in the ta.key file on your IPFire system. I suspect that you have not enabled the TLS Channel Protection box on your OpenVPN Server page. If that is the case then the script would have copied nothing across so your ta.key section will be empty.
I suspect you don’t have the TLS Auth enabled on the server so you need to enable the TLS Channel Protection on the server.
You could alternatively edit the test.ovpn file created by the script to remove all the ta.key sections (or comment them out). I don’t know if something would need to be done with the test.ovpn12 file without going through the script in much more detail.
It’s the test.ovpn12 file that you would need to edit the ta.key sections out of. The test.ovpn file includes the Client certificate and the private key.