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Hi @kondelis20 . Are you on 5G Wireless Broadband connection?
If there is no option in Sagemcom router for vpn, there is no upgrade parh.
You can install the OpenVPN client on all your devices.
You could experiment with adding an Openvpn router ss an access point. But would Openvpn work in that config? Or change to NBN connection which allows a range of routers.