To be clear, mullvad, proton, etc. are glorified proxies masquerading as a VPN.
For a real VPN, you want wireguard or headscale/tailscale and some VPS instances. A few hosts, Networked, in a Private way, that's Virtual, not bound to physical connections.
I find it hard to believe the mulls & protons of the world are anything but massive honeypots.