Since you were never using PF until today, you are driving down a rat hole which is likely not the root cause of your problem. The default implementation should not be getting in the way of normal traffic, and OpenVPN uses standard UDP or TCP protocols.
However, OpenVPN mucks about with your routing tables, because it creates virtual subnets for VPN users.
I have not used OpenVPN in a good number of years, so I cannot look at a configuration file and have something obvious jump out at me. But I would set PF aside and look for an OpenBSD user with a functioning OpenVPN environment. A quick use of the martial arts -- Google Fu -- finds a bunch of guidance. Much of it is dated, but you may find it helpful nevertheless, including some more recent stuff from this very forum:
http://www.undeadly.org/cgi?action=a...20050727020729
http://www.daemonforums.org/showthread.php?t=527
http://www.daemonforums.org/showthread.php?t=3750
http://www.kernel-panic.it/openbsd/vpn/vpn4.html
EDIT: Ah, I see that two posts jumped in. A log that does show blocking, and J65's response. I type slow.