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Known Issues
If when running: systemctl status openvpn-client@sepia.service
You receive an output for inactive open VPN. (something that looks like image below)
Do sudo vim /etc/openvpn/sepia.conf.
Copy the entire file's text.
Then do sudo vim /etc/openvpn/client/sepia.conf to create a new conf file.
Inside the file paste the original text.
We must make some modifications.
On the last three lines add /etc/openvpn/ before each /sepia/
Your final file should look like this:

Now restart your VPN with sudo systemctl restart openvpn-client@sepia.
Then retry systemctl status openvpn-client@sepia.service.
Now your VPN should be active.
Note that this is an ongoing issue and this might not work for you.
In the case that your OpenVPN is active (sudo systemctl status openvpn-client@sepia), you were able to access the remote environment consistently in the past, and the only factor that changed was your location or Wi-Fi, then the problem may lie in your DNS. To be more precise, the problem lies with WSL's configurations regarding DNS. By default, WSL passes DNS to Windows through their generated private network so your Windows DNS must be able to resolve the problem in order for the Linux DNS in WSL to work. WSL does not allow Linux to control DNS settings; it writes a resolv.conf that sends DNS up to Windows. (at least by default. it's configurable, but configuring it is harder than changing Windows' DNS)
The solution (provided by Dan Mick from the Infrastructure Team) was to change my Windows DNS to Google's server. For Windows 10, you go into your Settings->Network & Internet. Click Properties on the Wi-Fi you are currently using and save the IPv4 DNS servers IPs in case things go awry or you want to revert the changes.
Then go back to that Status page and find Change adapter options.

Right-click your Wi-Fi connection and go into properties.

Select Internet Protocol Version 4 (TCP/IPv4) and click Properties once more.

Now select Use the following DNS server addresses and type 8.8.8.8 into the Preferred DNS server.

Note that this fix may be temporary for the current location you are in and may reoccur as you change networks. I needed to revert these changes when going back to the previous location that worked (RPI campus). This DNS server may also break other DNS on Windows so revert the changes if anything occurs.