I am currently using lnvpn services and it works great. I haven't tried the other one. You can also add ivpn and mullvad, both accept BTC as a payment method and do not collect payment data.
https://mullvad.nethttps://www.ivpn.net
You cannot pay directly with Lightning, but there should be solutions like just using any converter & enter the address for payment, so I think Mysterium is work mentioning because its features.