What you should do, is find something that is supported by OpenWRT https://openwrt.org/toh/start
OpenWRT supports OpenVPN, which an be used to connect to your VPN service, so anything from that list with reasonable capabilities will do what you need.
Don't consider yourself strictly limited to using devices that have an integrated cell radio. You can also use a USB cell radio, which will work just fine with anything running OpenWRT, as long as it has a USB port, which I believe most do. Its been a long time since I've seen a router without a USB port!