I tried to do the same thing, gave up in the end as the pi just wasn't stable enough and would often crash when extracting large files from newsgroups. This was a Pi4.
From what I remember I just replaced the relevant bits in the openvpn file with the config file from my VPN.
Having another go at setting up a P2P/newsgroup downloader thing, nearly there this time, much helped by dietpi.
Last step is to set up OpenVPN, which is installed. Do I just replace the .ovpn config file with one of the ones provided from my VPN provider?