One of the GL.iNet travel routers [1] would probably work for you. They run OpenWRT (or a thin veneer around it), so you can SSH in and install packages and whatnot. They explicitly advertise Wireguard-based VPN support.
I don't have one of their travel routers, but I have a Flint 2.
The Rockchip in the R6S is very powerful, though depending on what you want to do there may be better options. The R6S doesn't have hardware offloading in OpenWrt. Many Mediatek Filogic SoCs do, so they can do NAT, routing, PPPoE, etc. while the CPU is almost idle. Banana Pi R3/R4 are good options or if you want something that is more of a ready-to-use product and doesn't requite SFP modules, the GL.iNet MT-6000 is really cool: https://www.gl-inet.com/products/gl-mt6000/
Runs their fork of OpenWrt with a user-friendly interface (though LuCi is also available) and you can also flash vanilla OpenWrt. They also have smaller travel models.
Of course if you use stuff that needs to run on the CPU (like Cake), then the R6S will be faster.
I personally own a Banana Pi R3 as my main router and it's awesome. Unfortunately, it is pricey and pretty big for a travel router (besides the fact that it must be assembled). The MT6000 is even bigger. And you have to carry an extra power supply.
For traveling I use a Gl.inet Beryl (GL-MT1300), which is nice, but not very powerful. Nowadays I would probably go for a GL-MT3000[1], if there wasn't the NanoPi R5C, which is small, powerful, supports OpenWRT and has Wifi.
As a note: I thought about having Wifi via USB, but the stability and performance of USB-Wifi is nowhere near the integrated / miniPCIe stuff. So if wifi is a requirement, this might be important.
PlayStation store is not available in many regions, mine included. Not that I personally care, it doesn't make sense to support businesses that treat you like a lesser being.
Low power, fairly cheap, x86 based, onboard NIC (sometime 2), NVME/Sata and large memory support for lots of containers/etc. Also, low power draw! :-) I've been loving my H2+'s and I got some H4s in I need to find time to play with...
Yeah, GL.iNet GL-AR300M16-Ext is perfect for this purpose, very affordable and compact. You can configure the wireguard client, and then "Block non-VPN traffic" so it allows ONLY connecting through the VPN. Very handy! GL-SFT1200 should be a great option as well, currently the cheapest GL.iNet markets for their "travel AP" line, and you can run Tailscale on it[0]. I'm not sure about the AR300M16.
("Ext" means it comes with external antennas, version without that suffix has internal antenna if you want it to be even more compact)
Damn that one looks pretty good. Are there any with usb-c so I can hook my laptop to it via a usb-c cable and get a usb Ethernet gadget device, and can then carry one fewer cat-5 cable?
One advantage of a travel router, to me, is convenience. It's pretty great to have my own (portable!) LAN while out and about.
I just show up at the hotel and get my router online.
After configuring that singular device, my other stuff all works together: My Chromecast, my laptop, my smart speaker, whatever gaming system I may have, some ESP32 project or other that I've been tinkering with, or whatever -- I just turn stuff on and it simply works.
With a travel router that additionally uses VPN to tie my travel LAN to my home LAN, then: Whatever other network services I have at home are also available to me on the road.
It can be very transparent.
And that all conspires to mean that I can spend more time doing whatever it is that I feel like doing instead of futzing around with networking.