How are you configuring the openvpn connection? Using PIA vpn, they give you an openvpn file to connect with, or at least did last I set it up, and otherwise should just need the package dependencies installed with openvpn.
I'd say launch openvpn via the cli in debug to see what errors it's giving with the ovpn file.
Bridge or nat should be irrelevant, I've run mine both ways. You should only need ports 1194 out to your VPN provider, you don't need to port forward one back, and actually recommend you do NOT unless you're wanting an openvpn server yourself to connect back to. Mine works fine out via NAT.
-mb