Did you use the current client version 2.6.11, download at https://swupdate.openvpn.org/community/releases/OpenVPN-2.6.11-I001-amd64.msi ?
Then you must set providers option to deal with OpenSSL 1.1 on server side as stated in New OpenVPN 2.6.0 Client (Windows 10 64bit) fails to connect - #3 by dark0ipfire