Steps
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sudo apt install apt-transport-https
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sudo wget https://swupdate.openvpn.net/repos/openvpn-repo-pkg-key.pub
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sudo apt-key add openvpn-repo-pkg-key.pub
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sudo wget -O /etc/apt/sources.list.d/openvpn3.list https://swupdate.openvpn.net/community/openvpn3/repos/openvpn3-$DISTRO.list
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$DISTRO needs to be replaced with the ubuntu version designation, for example 'jammy' for 22.04
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sudo apt update
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sudo apt install openvpn3
Notes
After this, use the UI config to set it up. Identity can be imported from .ovpn file.
Check "use this connection only for resources on its network"
Done. Proxy is unnecessary afaik.