I have no problem setting up OpenVPN for Mate. Here are my steps that I wrote down for my use. Yes, it is a manual step, but it's amazing how we will use all the time in the world to automate something.
Steps to create a VPN using Private Internet Access.
1. OPen a terminal
2. type in "sudo apt-get install network-manager-openvpn network-manager network-manager-gnome network-manager-openvpn-gnome" and select <Enter>.
3. Enter in password and select <Enter> to complete install.
4. If asked to install something, select "y" to complete the installation.
5. type in "mkdir OpenVPN-setup-PIA" and select <Enter>.
6. Change to the new directory by typing in "cd OpenVPN-setup-PIA" and selecting <Enter>.
7. Now obtain a list of gateways by typing in "sudo wget
https://www.privateinternetaccess.com/o ... penvpn.zip" then selecting <Enter>.
8. Enter in password and select <Enter> to complete the download.
9. type in "sudo unzip openvpn.zip" and select <Enter> to extract all the files.
10. type in "sudo cp ca.crt /etc/openvpn" and select <Enter> to copy the certificate over.
11. type in "sudo cp crl.pem /etc/openvpn" and select <Enter>.
12. Verify the files copied by typing "ls /etc/openvpn/ -altr" then select <Enter>.
13. Type "Exit" to leave terminal.
14. Left-click Ethernet Network Connection.
15. Select VPN Connections.
16. Select Configure-VPN.
17. Select Select Add.
18. When Choose a Connection Type is displayed, using the drop down menu look for and select "Import a saved VPN configuration...".
19. Select Create
20. Select Home > OpenVPN-setup-PIA > location.ovpn file
21. The file is open with the VPN tab open, enter your Username and Password associated with your account.
22. Save the file.
23. Left-click Ethernet Network Connection.
24. Select the VPN just setup.
25. Congrats you are now connected.
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To stop the browser from reporting that you are using a vpn.
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26. Open a browser and go to ipleak.net.
27. Open a tab and go to dnsleaktest.com
28. On the ipleak.net select WebRTC Leaks to bring up #webrtcleak.
29. Open a new tab "about:config".
30. Search for "media.peerconnection.enabled".
31. Change Value field from true to false.