OpenVPN HMAC Authentication Failure No Matter What I do?

Actually, the solution in my case was to add these directives to the server.conf:

mode server
tls-server

And than to the client config:

 tls-client

And if you use an embedded tls key via <tls-auth>, add

key-direction 1

If using network manager, make sure the 'expect tls authentication' is checked.

Adding auth and cipher lines matching the ones in the server.conf file, to the client's .conf file should be sufficient. Or if you are using Network Manager for the client, click on Cipher and HMAC Authentication, and add the settings in the cipher and auth lines from on the server.conf. It should work.