New comment by l40m on void-packages repository

https://github.com/void-linux/void-packages/issues/20262#issuecomment-827321242

Comment:
That is an intended behavior. You need to create the folder, download a script inside and rename it with the requested filename, which is ``update-resolv-conf``. Follow this guide: https://protonvpn.com/support/linux-vpn-setup/

Quoting:
> Please ensure that the resolv-conf script is properly downloaded on your device by using the following commands:

>``sudo wget "https://raw.githubusercontent.com/ProtonVPN/scripts/master/update-resolv-conf.sh" -O "/etc/openvpn/update-resolv-conf"``

>``sudo chmod +x "/etc/openvpn/update-resolv-conf""``