In the end the forum showed me that topic : OpenVPN bug F41 - #2 by vgaetera
And now there’s one step less (the last one). So here is how that works :
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Extract the folder that you download from the ‘router’/manual config option in Cyberghost website.
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Go to /home and make sure you see the hidden files.
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Take the contents of your downloaded folder and copy it all into the ~/.cert folder.
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Import the .ovpn config into network manager, rename your connection and check that the client, key and everything takes the necessary files in the .cert folder. Input the connection credentials that are given to you in the router config on the Web GUI.
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Validate the set up. Normally now, you can activate the connection and it moves you to the country of choice.
I tried with two countries (name your ovpn files accordingly, and just keep the keys etc you got from earlier) and it works !
Of course I commented in Gaston’s topic so that hopefully he can use it too 