VPN Handshake - where is it?

Hi

I've setup an OpenVPN connection to my home router (PfSense) as a demonstration for a school project. I need to show how VPN works under the hood with handshake, key exchange and so on.

When I inspect with Wireshark I can see a lot of OpenVPN packages, but not the key exchange. Is it possible to see it?

I was hoping some clever person here could point me in the right direction :)

Thank you in advance.