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I’d prefer to be able to setup like you have, but an always on VPN for stock Android is a PITA.
Been running openVPN as an always on VPN for stock Android for about 2 years now. Keeps it behind pihole and able to access my LAN only services.
The only issue I have is manually having to tell it to reconnect when the device restarts. Other than that it’s been no different than no vpn.