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I also use WireGuard to connect my home router to a VPS to get my home connected to my network. However, VPNs highly depend on the availability of your residential ISP, the speed and stability are not desirable, especially when I run some servers at home. Having a dedicated line with BGP would be good, but there's no such a thing I guess for residential users.

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BGP is only necessary to advertise large blocks of provider independent address space. It would still go through your provider's routers however, with appropriate BGP filtering, unless you managed to use some kind of tunneling system. Unless you had a large block of provider independent space and were physically multi-homed to multiple providers, using BGP is more likely to cause problems than help. If you do not connect to multiple ISPs there is not really any reason to use BGP at all.

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