Setting up a VPN in settings works just fine, for that one server. I use NordVPN for example, and they allow me to pick from a ton of servers in any country on

Setting up a VPN in settings works just fine, for that one server. I use NordVPN for example, and they allow me to pick from a ton of servers in any country on the fly, which would be nearly impossible (or very unrealistic) to do with the settings app. It also lets my see the load status and distance of various servers.