better support comp-lzo setting

Openvpn understands more options with --comp-lzo:

 1a) --comp-lzo
 1b) --comp-lzo adaptive
 2)  --comp-lzo yes
 3)  --comp-lzo no
 4)  (unspecified)

This already works for a long time, so it's safe to assume
that the openvpn version at hand understands these options
(https://github.com/OpenVPN/openvpn/commit/537073fd55b3e35720e759c5c13e9da128a2b0bb).

Add support for all combinations for import/export and running the
service.

But don't extend the GUI plugin which only shows a checkbox.
When configuring via gnome plugin, only 2) and 4) can be expressed.

https://bugzilla.gnome.org/show_bug.cgi?id=739519