Hello. Following an advice, I stopped fighting with the problem while sticking to OpenBSD 5.5, since I had in mind to upgrade to 5.6 right after that. Hence, I upgraded from 5.5 to 5.6, and ended reinstalling everything in 5.6 from scratch, following major difficulties when trying to install the 5.6 errata. I guess I had screwed up something probably between 5.4 and 5.6.
=> openvpn-2.3.2 works perfectly now on my OpenBSD 5.6/amd64 platform. Thanks a lot to those who gave me clever advices! Olivier Debré