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I have the same issue:

lp3@intrepid:/etc/openvpn/easy-rsa/2.0$ source ./vars
NOTE: If you run ./clean-all, I will be doing a rm -rf on /etc/openvpn/easy-rsa/2.0/keys
lp3@intrepid:/etc/openvpn/easy-rsa/2.0$ sudo ./clean-all
Please source the vars script first (i.e. "source ./vars")
Make sure you have edited it to reflect your configuration.