No connect to OpenVPN when CFP3 enabled

Hi all,
I installed CFP3 but now I cannot connect to my OpenVPN Server any more. What can I do to allow this again?
I have a floating installation on my linux server - that means requests go to x.x.x.253:1194 UDP and replies are received from x.x.x.1:1194 UDP.
The only way I found is to add a global rule which opens the source IP and Port to be allowed inbound, but I wanted to configure my firewall that it only allows that port opened when an openvpn session starts.
How can I manage this?

Thanks in advance for any hint!

-Mike