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Accepted AnswerNick HowittOfflineSorry for the delay, but notification e-mails of new posts have been failing so yours got stuck under moderation.
No there is not really. 2FA just covers webconfig and ssh. There is another app, Dynamic Firewall you could use in conjunction with 2FA to almost achieve the same. It would require the user to log onto the webconfig using 2FA. That would then enable OpenVPN because of the Dynamic Firewall. I am not sure how well that would work if the OpenVPN device is on a constantly changing IP (eg a mobile phone on the move).
Note that OpenVPN is almost 2FA by default in that you need both the password and the certificates.