Help with connecting specific VMs through OpenVPN Client


Connect Proxmox VM(s) through OpenVPN for privacy.

The Issue:

My 5G route does not have OpenVPN client in it, and does not allow bridge mode.

The Trials:

Tried setting up OpenVPN Container in Proxmox, so that I set it as a gateway for the VMs, however, I managed to find the network gateway if I am want to do it Container, but I cannot find anything for VM in Proxmox setup.
Then, I tried to install OpenVPN in my Windows Machine and set the IP of my Windows machine as the gateway for VM machine through the VM GUI (i.e. Home Assistant), however, I get server timeout 500.
Then I did this solution and this is my temp. working solution, my 5G router(01) is connected to another router(02), in router 01 is set the DHCP range from 02 till 03. And then statically made router 02 connected as 03. And in router 02 I setup my LAN range to the desired one and connected OpenVPN.
Router 01: Huawei CPE Pro2

Router 02: Asus AC3200

Tried to find a way to use OpenWRT (for example) as a way to install OpenVPN on it and connect to the server physically where it will get it IP address from router 01 and nothing from the OpenWRT, then any VM there would be connected to the VPN.

Ot tried to find a way where router 02 could just work as switch with the OpenVPN client activated.

I know my case could be solved much much easier but I do not know, I am not expert in networking nor Linux