modules="tun"

didn't work,

What worked was to uncomment the following line:

modules_2_6="tun"

The service will load modules on demand, such as tun or fuse, often needed by different software.

Thank you for your precious help .

You can add tun to /etc/conf.d/modules with

 modules="tun" 

  and

 doas rc-update add modules default 

Can you please explain the differnce between the OP and your method?
After I did what I have posted above, everything works even after rebooting. What are the benefits of adding a system service?

 modules="tun" 

  and

 doas rc-update add modules default 

OpenVPN - ERROR: Cannot open TUN/TAP dev /dev/net/tun: No such file or directory (errno=2)

The solution for me was:

mkdir -p /dev/net
mknod /dev/net/tun c 10 200
chmod 600 /dev/net/tun

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