Random things, I think I know

Run OpenVPN in background.

**TL;DR** Run it in daemon mode: `openvpn --config Windscribe-Japan.ovpn --daemon`

Passing the configuration (.ovpn) filename to `openvpn` command works only if no other options are specified. If I specify `--daemon` option then openvpn tries to parse the filename as an options parameter and throws **Options error: I'm trying to parse "Windscribe.ovpn" as an --option parameter but I don't see a leading '--'**.

**Answer:**

To avoid this, the file name has to be specified with `--config` option. For example, `openvpn --config Windscribe.ovpn --daemon`. Then tail the syslog with `tail -f /var/log/syslog`, for further inspection.

You can also check the before and after output of this curl command `curl ifconfig.co` to make sure that VPN is connected.

Note: This will keep the daemon running even after you logout from the SSH session.
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