NS8-OpenVPN is missing

You Also need to understand that Firewall Functionalities Have not been implemented into Nethserver 8.
These have been implemented in NEthsecurity

You can however, using your nethserver 8 instance, still manage the Nethsecurity

WHich is in beta here:NethSecurity Beta 1 is ready
:shield: - NethSecurity - NethServer Community

The VPN functionalities have also been implemented into Nethsecurity