I've set up an OpenVPN client in a Qube and that went well, but I haven't tried anything coprorate.

In the past I've had multiple qubes going through a single VPN, but when I tried to set that up recently, the qube that should have been behind the VPN box didn't have a network connection.

I didn't have time to investigate what was going on, but I plan on coming back to that soon. That VPN is increasingly becoming a nice-to-have for me.