I essentially do this, though maybe not as complex as what you are looking for, with an ASUS router. I have NordVPN and some ASUS routers come with openvpn client installed out of the box; no custom firmware flash installed. I just generate a service token on the Nord website (it gives instructions on there), do a little configuring on the router based on their tutorials and boom- done.
Now every device that connects to the net via that router is automatically on the VPN.
I essentially do this, though maybe not as complex as what you are looking for, with an ASUS router. I have NordVPN and some ASUS routers come with openvpn client installed out of the box; no custom firmware flash installed. I just generate a service token on the Nord website (it gives instructions on there), do a little configuring on the router based on their tutorials and boom- done.
Now every device that connects to the net via that router is automatically on the VPN.