Errors installing OpenVPN

I'm trying to install OpenVPN but I'm getting TLS errors, the tests during installation fails, and installation stops. I'm getting these errors:
Code:
write UDPv4: Operation not permitted (code=1)
Code:
TLS Error: TLS key negotiation failed to occur within 60 seconds (check your network connectivity)

Can it be my firewall that causes the network issues or have I misunderstood the error messages? All other network services seem to be working fine. Any help to pinpoint the problem would be much appreciated :)
 
Do you have any firewall rules that apply to lo0 (the loopback interface) on that box? You should have on that allows any traffic over lo0.
 
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