The listing for the Fujitsu s720 looked interesting until I discovered it doesn't actually have any expansion card slots! It seems only the s920 offers card slots.
I decided to just order a 3040 to try. I'd be happy with 100+ mbps openvpn speeds.
Apparently, I will need to build my own image, or use the prebuilt 22.03.2 image from:
https://github.com/pjobson/dell-wyse-3040-openwrt
Useful blog:
https://github.com/morrownr/USB-WiFi/discussions/301
bootloader fix by @980 posted in 2021:
https://forum.openwrt.org/t/i-cannot-get-dell-wyse-3040-to-boot-with-the-correct-distro/109165
I've ordered the cheapest Wyse 3040 from ebay UK.
fwiw, this website quotes the non-standard barrel plug size as 4mm outer diameter.
https://www.parkytowers.me.uk/thin/wyse/3040/