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

Thanks to Alon, James, and other OpenVPN developers for the great software!