In OpenWrt 19.07 version, which we are using in Turris 5.x, the version of OpenVPN is 2.4.11 according to this commit:
If you want to have it updated, you can try to submit a pull request there.
In the upcoming version of OpenWrt 21.02, there is OpenVPN version 2.5.3. This is already available in one of our development branches.
And if you want to the latest OpenVPN version on the current stable release, then you can try to compile it and install it by yourself.