The Policy Based Routing package is, to my understanding, the package to use for this use case. The user stangri is the guy who is the main developer. The support thread is here: Policy-Based-Routing (pbr) package discussion
Here is a thread which seems to cover exactly your use case, download a list of IPs hosted in a specific country and route those IPs through the WAN interface directly and not over a VPN: Routing my country via the WAN