I agree (depending on the type of VPN you have to work with) that you should look for a site-to-site solution. However, rather than trying to unlock a feature that may exist in your router, it may be easier to set up a port-forwarding rule on the router/FW to pass the ports the VPN runs over to an internal VPN "client" on the DMZ or LAN interface that then shares the connection with the rest

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