Think my problem is the same, but in my case I can connected to both my home access points (although I still haven't managed to set a fixed IP via dhcp), but it's my android phone's hotspot I can not connect to which is a shame as that's what I really want to connect to.
Everything I can see suggests that all three SSIDs are using WPA2 with AES.
Just adding myself to the message chain as I also would like to be able to run openvpn, but I don't really want to jump through all the hoops to compile kernels or the openvpn if it's all going to get broken by an Onion update. I would just rather opkg it and have it run 
Did you solve this? I apparently have the same problem a year on.
Ta
Is there any progress on openvpn on the Omega?
I have recently received two Omega2+ and was looking to use openvpn, but the same problem still appears to exist