OpenVPN

You may connect to two types of servers with the OpenVPN protocol: the OpenVPN Access Server (the commercial one) and the OpenVPN Community Edition server (the free server used by most of the VPN providers).

The approaches to implementing the split tunnel depend on the type of server.

OpenVPN Community Edition

Ref.: https://www.digitalocean.com/community/tutorials/how-to-set-up-an-openvpn-server-on-debian-10

sudo apt update
sudo apt install openvpn