SSH Dynamic Port on router instead of pc

Hello, I play a game called FFXIV and my default connection route is quite poor, so I instead use a VPS with a SSH dynamic port to proxy my game's connection. However, this approach doesn't scale since I have to set it up each time I start the game, as well as only benefiting my computer and not my consoles.

How would I go about setting up OpenWRT to detect a connection from one of my devices, and open the SSH dynamic proxy for it, automatically. Thanks.

NB
There's a list of the FFXIV server IP addresses here: https://is.xivup.com/adv

It's better to set up a VPN server on the VPS, preferable WireGuard or OpenVPN.
A VPN connection is easier to manage and scale for multiple clients.
It might even be possible to improve speed and latency using UDP-based tunnel.