There’s actually an import config function that works nicely - point it at the ovpn file of the endpoint you wish to configure - type in username and password and all done :->
Without checking, I assume that SHA-1 might only be default and other algorithms can be specified.
Also, Network Manager looks different in different Desktops, but in general all functions are supported one way or another.
It’s likely that if you “created New Connection” you would have seen your VPN setup.