There are no VPN's that work directly on your router. You can only put a VPN on the individual devices behind the router, such as laptops, phones, desktops. You can't put them on certain devices like Smart TV's either.
The only way to put a VPN directly on a router is to create your own router, such as taking an old PC, run Linux on it, and the Linux distro will be able to connect to your VPN provider. This will replace your router appliance, but you can still use the appliance for your Wi-Fi and Ethernet switching purposes.