Where is jenkins config.xml? And why is this error appearing?
The config.xml (https://wiki.jenkins-ci.org/display/JENKINS/Administering+Jenkins) according to that page is stored in the JENKINS_HOME location, you need to create it there (along with any other configuration files that you need). You should be set with having set your JENKINS_HOME to a folder in your OPENSHIFT_DATA_DIR.
As for the port issue. You might check out the current Jenkins cartridge that OpenShift provides (https://github.com/openshift/origin-server/tree/master/cartridges/openshift-origin-cartridge-jenkins) and check out some of the configuration files they are using, or their startup commands and see if that information helps you get yours running.
Also, don't use export JENKINS_HOME=$OPENSHIFT_DATA_DIR/jenkinsuse this "rhc set-env " instead, it's much safer than exporting...