Type your comment> @Shieldmaiden said:
(info: OS- Parrot 5.7.10 , VirtualBox)
I put: “sudo openvpn shieldmaiden.ovpn”
it said: Error opening configuration file: Shieldmaiden.ovpn
I’ve tried re-downloading, resetting, i’m using sudo for root so that’s not the issue and my IPv6 is enabled.
(I apologise if the answer is so obvious you cringe, I’m just a noob atm lol)
Never apologies for asking a question 
I may not help you but all I can think of is:
have you tried the complete path to your shieldmaiden.ovpn? sudo openvpn /path/path/shieldmaiden.ovpn
or
maybe your rights (even as root) is not set on the file? chmod +x shieldmaiden.ovpn