Regarding the consumption you have equipment that works with 5V, which even allows you to have a great portable tool, even with LTE modules.

In order not to increase the consumption you could change it for your current router (I do not know which one it is) choosing the hardware that suits you best.

Some devices can also lower the processor frequency to lower their consumption in a very easy way.

About the VPN service try to contact support because I do not know if it is possible to manually configure your service with wireguard.

Thank you very much.