OpenVPN is failing for us on Ubuntu 16.04 too (whereas it works on Ubuntu 18.04!)
The root cause (appears) to be openssl 1.0.2g-1ubuntu4.12 released on/around 2018-04-18 (arose from "apt update; apt dist-upgrade").
Our GitHub issue contains a few more details:
OpenVPN connections fail on Ubuntu 16.04 due to openssl April ~18th update?
This appears to be exactly the same "HMAC authentication failed" issue:
OpenVPN Authenticate/Decrypt packet error: packet HMAC authentication failed
Can anyone suggest a workaround and/or a way to revert to an earlier version of openssl? We can no longer find prior versions of openssl online, using apt :-(