For a few years now I only buy a small x86 box with dual nics and run OpenWRT. I love it. It's open source, lots of support, good community. It supports wireguard. Latest version allows you to even run docker containers.
When I hear people say they use OpenWRT I assume they have their modem in bridge mode so that it doesn't even have an IP. OpenWRT would save you in that case.
What could possibly go wrong...