-sU = Scan von UDP-Ports — -p = Port

nmap -sU -p 1194 ovpn.my-domain.local
# -->
Nmap scan report for ...
Host is up (0.00038s latency).
rDNS record for 8.8.8.8: ovpn.my-domain.local
PORT     STATE         SERVICE
1194/udp open|filtered openvpn