Hi and thanks for your help.
I have a pretty besic router, so I can not install a VPN on the router itself.
I have a docker instance, that is running PiHole. The PiHole is configure as the networks DNS, while the router does DHCP.
Now instead of installing a VPN client on every of my devices I thought of deploying a VPN client on that docker instance and route all external traffic through the VPN like this: Client -> DNS -> VPN -> Router -> Internet
Is that even possible from a technical point? What do I need?
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.