The Azure VPN Client just entered public preview on macOS. It will support RADIUS authentication for OpenVPN protocol, among other items. With the client, users will be able to use conditional access, ...
The best VPN providers have OpenVPN setup tutorials which not only mention configuration files, but also show you how to use them. Good examples include ExpressVPN, IPVanish, IVPN, NordVPN and VyprVPN ...