For some hosting providers it is common to open just some pre-defined ports that are commonly used. Try setting any random service to test if incoming UDP port (i.e. 1194) is open. You can try using custom port using openvpn.port=1234
option.
Sometimes hosting providers block most UDP ports altogether, even outgoing ones. In that case You can still run a node using TCP protocol. You can do that using -openvpn.proto=TCP
option.