And it seems to me that I am not able to use easyrsa.
When I try to run easyrsa --batch init-pki I am getting -ash: easyrsa: not found before running easyrsa I obviously ran opkg update and opkg install openvpn-easy-rsa (everything like in the tutorial above)
What might be reason of that and how can I solve it?
Sometimes the not found message is around libraries, not the executable.
Is the easyrsa executable there on your device?
If not, is your install more than a couple weeks old? If so, you might want to back up your config, install a current ROM and all the packages you need, and try again. There were changes in some of the TLS packages over the last month or so that "broke" many encryption-related functions if a user "upgraded" the packages. This may be the same underlying problem; there's a copy of the needed library, but not of the expected version.
Don't worry about this issue on your router, and instead do this on your computer. The crypto key generation will go fairly quickly on a full computer but can take a really long time on small embedded devices like routers.