tzdata is needed for the time zone change in docker to work. I'm using path mount: -v /etc/localtime:/etc/localtime:ro to set the time zone from the host. But without installing tzdata in docker this change is not applied.

python2 is needed for the Duo Authenticator plugin to work inside the container - https://duo.com/docs/openvpn. I was able to build it once with additional packages: make gcc musl-dev using the documentation from the mentioned website and save it in the /etc/openvpn/duo directory. The problem is though each time I'm rebuilding docker image it's missing python2 package which is required for this plugin to work.