I know this post is old, but I'm leaving this in case anyone's having same issue with me.

I was having same issue with the OP (can connect via command line but cant connect using network manager), and I noticed that the config was not loading TLS key correctly. I fixed this issue by storing the TLS-Crypt static key separately.

Create a file with static key. The key is in .ovpn file and it starts with < tls-crypt > and ends with < /tls-crypt >.

Tell network manager where to find the key by setting in VPN(openvpn) - Advanced - TLS Settings - Mode to TLC-Crypt.

Set Key file to the file you just created.

I havent tested it myself, but you can probably do the same with TLS-Auth.