I'd pay a lot of money for an Ethernet device that sits between the jack and the router that would make a tunnel for me. Is that what this is for WiFi??
It can connect directly via ethernet cable or broadcast it's own WiFi SSID's to which you can connect.
You configure it to always connect to VPN of your choice using OpenVPN or WireGuard protocols.
Then you may connect to this device SSID and your traffic always be routed via VPN connection. This is way better, secure and more reliable than "VPN software" or "VPN apps" solutions.
Not sure if i answered your question?
I've been running a similar setup for a couple years now. It's been great.
or $90 on GL.iNet GL-AX1800 Wifi-6 router with MullVad support preconfigured.
Nothing to install, tweak or have hassles with.