OpenVPN: correct way to use a relative path in an OVPN file
It appears that the referenced file does not exist in the current working directory.
Is your intention to reference a file that is also in the same directory as the config (.ovpn) file? If so, based on your command line, it does not appear that these files are actually in ./ but rather in configs/.
As a better approach, I believe you may want to use the --cd option to have openvpn change working directories before opening any files.