A: Using the Android keychain to store your private key has the added security advantage of leveraging on the hardware-backed keystores that exist on many Android devices, allowing the key to be protected by the Android-level device password, and preventing key compromise even if the device is rooted.
If you already have your client certificate and private key bundled into a PKCS#12 file (extension .p12 or .pfx), you can import it into the Android Keychain using either the Import menu or the Settings app.
If you don't have a PKCS#12 file, you can convert your certificate and key files into PKCS#12 form using this openssl command (where cert, key, and ca are your client certificate, client key, and root CA files).
openssl pkcs12 -export -in cert -inkey key -certfile ca -name MyClient -out client.p12
Then import the client.p12 file from the previous step into the app using the Import / Import PKCS#12 menu option.
Once this is done, remove the ca, cert, and key directives from your .ovpn file and re-import it. When you connect the first time, the app will ask you to select a certificate to use for the profile. Just select the MyClient certificate and you should be able to connect normally.