Default Recommended stand-alone VPN servers?

Hi,
I want a FAST VPN server!


I was recommended to NOT run a VPN server on the computer i want to RDP to, for the same reasons I should not open the RDP port. Makes sense, kind of...


So I went today and bought which seemed the best option router-wise, considering by budget: an Asus RT-AC1750U. The "U" meaning it is NOT compatible with DD-WRT, Merlin or OpenWRT.


I bought it, because of the fact that it is modern and has dual core CPU. Plus, the stock firmware has a VPN server.


Turns out, that Asus decided that you can only get to use the VPN server if you run the device in Router mode. If you configure it to Access Point mode, it won't even show the VPN menu.


This sucks, because in Router mode, the device expects incoming VPN requests only on the WAN port, which has to be in a different subnet.


Having two routers in series is not that nice, because I would have to configure the ISP router to consider the second router in the DMZ. While that is not a real problem security wise (the router is supposed to be connected to the internet anyway), it will add lag (an additional router) plus I am not so sure about other oddities like UPnP issues.


No problem money-wise, as I can return the router for a full refund.


HOWEVER (and this is the question): I did not find any solution for my problem!!!


1) There seems to be no DD-WRT compatible router (DD-Wrt being a FW I like and which for sure would do what I want)
2) I did not find any (professional, but on the lower end of prices) stand-alone VPN server. Is there any? Remember: I don't want a router - I already have one, which I need to use.
3) I don't want to setup a whole dedicated computer (too expensive energy-wise). Of course I could use one of my three IBM M3650M3 servers, one even has full network options with, I don't recall, some 10 or more LAN ports... But this beast is to loud and consumes too much power for 24/7 use. In case you are wondering, I use them for R&D (automated multi-session CAM programming).


*** SO HOW SHOULD I SETUP A FAST VPN? ***