Este parece ser o seu problema: link
It looks like the 2000 max_clients setting is getting overridden in we_init and getting set to WSA_MAXIMUM_WAIT_EVENTS, which is 64, minus 4. My understanding is this is a hardcoded limit built into the windows kernel. The 60 client limit is determined by subtracting extra_events (set to BASE_N_EVENTS, or 4) from it.
Basicamente, execute-o no modo udp e você pode ultrapassar os 60. O limite está no windows e o openvpn não tem culpa.