Unable to Connect to VPN

Any help or thoughts is greatly appreciated! 

I am unable to connect my ProtonVPN to my FireWall router. I am running Firewalla Gold+.

I'm getting this error, the VPN is connecting just fine and it's authenticating:

Options error: --up script fails with '/etc/openvpn/update-resolv-conf': No such file or

directory (errno=2)

Options error: Please correct this error.

Use --help for more information.

When I SSH to the box, indeed there is not update-resolve-conf in the directory /etc/openvpn

ls -al

total 28

drwxr-xr-x 4 pi   pi   4096 Mar  9 00:47 .

drwxr-xr-x 1 pi   pi   4096 Oct  9 07:58 ..

drwxr-xr-x 2 root root 4096 Apr 29  2023 client_conf

-rw-r--r-- 1 root root  707 Apr 29  2023 crl.pem

drwxr-xr-x 4 root root 4096 Mar  9 00:47 easy-rsa

-rwxr-xr-x 1 root root    0 Apr 29  2023 multi_profile_support

-rwxr-xr-x 1 root root 1643 Mar  9 00:47 server.conf

I was thinking about doing a sudo apt-get install resolvconf but I'm hesitant as all the warning that pop up and I really don't want to deal with flashing this son of a gun if I really break something :) Then again just installing the resolvconf package probably won't break anything. 

Any thoughts or pointers?