Navigate to Interfaces → Interface Assignments.
Click Add.
On the bottom row that has just been added, select ovpnc1 (ExpressVPN client - Paris France 1).
Click on the Interface name on the left against the row that contains the ovpnc1 (ExpressVPN client - Paris France 1). This may be something like OVPNC1.
Edit the contents:
Navigate to Interfaces → Interface Assignments.
The Interface should now reflect the new name, i.e. EXPRESSVPN_FRANCE_PARIS_1.
You should now be able to confirm that your OpenVPN connection to ExpressVPN is working.
Navigate to Status > OpenVPN.
The word up indicates the tunnel is online. Success!
Navigate to Status → System Logs → OpenVPN.
Now that you have the Interfaces, return to Use ExpressVPN and do the next step: Configure DNS.