Then I’ll prefer to install in the router, usually maintenance is less and shortest in the router. If you stop the proxmox server or the truenas for maintenance, you will stop the VPN. In my case it will cause an issue to my family

For me this depends if you switch off any device in the year, for example, in my case when I’m on holidays usually out home, I switch off the proxmox server but I don’t switch off my router so, in my case I’ll choose to install in the router.

Maybe you will ask why I switch off my proxmox and basically the answer is because if something fails and I’m not at home to solve it, I don’t want the server running wrongly until I’m back.