AFAIK, your router will have absolutely no say in the matter.
The software will run on your PC, never, ever the modem/router/extender.
That's like asking what car should I install a grocery bag on. They can all do precisely what the driver says, and the driver is you and your PC.
With that said, you could simply pay for the VPN or use an anonymizer service to login to the VPN when needs be.
Keep in mind a few things:
Your VPN might have a monthly usage limit, so dont keep it on for 'regular' browsing. That playstation ISO and the latest pirated season of "game of the rings trek" you download will run out your limit fast AF. (etc etc)
You will have to configure your browser (easy as hell unless the tunneling software just overrides the whole system and makes everything bounce thru a server in, say.. New Jersey) or your VPN to lock into a location that supports porn.
Consider that your cell phone's hotspot feature might just be an easy answer, or various OTHER browsers come with built in VPN's for quote-unquote security features that obscure your location.
Cons of a VPN:
Expect an absolute shit-ton of captchas on some sites, since a LOT of them use location tracking. Ex:
Some might not support what youre trying to do (routers, that is), but it is as simple as logging into your router (network settings, find out what your gateway is, ex: 192.168.1.1, and plug that into your browser. Login. Change a few security settings like port forwarding and whatever the VPN requires and you'll be set. ALthough, truth be told, if you have a router made after 2003, you should have all the features you need. Only ancient routers designed more for LAN activity would be an issue. In the modern age, just about everything works quite well.)
If the router asks for a user/pass, either load up google and check what the default login is, guess at 3 types: "Blank" literally nothing as username, "admin" or "password". Cycle through the 2 first types for username and 2 later types for password.
ex: user:
pass: admin
I shit you not, those are the 3 defaults for 90% of the routers, out there. It's insane how easy it used to be to simply hook up an RJ45 (the wider-looking telephone-looking cord) and gain access.
Other than that, just try the 30 day trial on each one of them and you'll at least get a few months for zero dinero.