VPN services are just someone else's computers. Any cloud provider with a low performance virtual machine can become a VPN gateway using Linux distribution of your choice for around $4.

OpenVPN or WireGuard are my tools of choice. Professionally, I also use OpenVPN's EasyRSA PKI framework for certificates, but you can just generate your keys using any tutorial out there. "OpenVPN Cookbook" ebook from Packt is my go to source. For performance reasons, WireGuard is better.