I feel that this is okay for home use, then you configure the application to use the proxy. Most network based applications usually have proxy settings. This will allow your normal traffic go out your gateway and the application will take the way of the proxy, which happens to be connect to the vpn.

Mar 14, 2018 VPN Usage Reports | VPN Reporting Software – ManageEngine VPN Reports VPN Reports give detailed statistics on VPN usage, thus Firewall Analyzer acts as a VPN Monitor. VPN usage reports include drill down details on top VPN hosts, top protocols used by the VPN, and bandwidth used by the VPN during peak and off-peak hours. Trend reports show you VPN usage trends over time." [SOLVED] SonicWALL SSL VPN clients traffic usage - Spiceworks Mar 31, 2020 What is VPN Tethering? Can you use Tethering with a VPN? Jul 12, 2020

What is VPN Tethering? Can you use Tethering with a VPN?

Virtual private network - Wikipedia Nov 14, 2002 How to Bypass VPN Blocks & Why is Obfuscation Necessary? Jun 03, 2020

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What Is a VPN, and Why Would I Need One? Nov 22, 2019