OpenVPN Windows compilation problem: solved
Alon Bar-Lev seems to have convinced OpenVPN developers to update the autoconf scripts so that a correct config-win32.h is generated, so now the Windows build environment for OpenVPN works again! To generate the config-win32.h file, run the below commands in an MSYS prompt:
autoreconf -i -v -f ./configure
Thanks to Alon, James, and other OpenVPN developers for the great software!