This has nayr written all over it, but I'll chime in. To get my VPN working I leveraged OpenVPN on my Ubuntu Server, which already had port 443 forwarded (for Nextcloud access) over TCP. I just forwarded 443 UDP to the same box for use with OpenVPN, with my VPN settings pointed to UDP. You also need a way to remotely "talk" to your server. I.E., how would your system remotely know which server in the wild is your server? Enter
DDNS (Dynamic DNS), or else would have to leverage a direct external IP (which may change via your ISP at times, giving DDNS the +1), unless you can get a static IP from your provider (rarely an option, and frequently at an additional cost).
So I'm thinking overall that's what you're looking at. Static IP *or* DDNS, forwarding at least one port (I chose 443 since it's a standard HTTPS port, and thus, rarely blocked).
It's also good practice to IP your LAN something uncommon. If your network is IP'd 192.168.1.X/255.255.255.0, and you're at a remote location but the LAN there is 192.168.1.X/255.255.255.0, the VPN will be a bust. I re-IP'd my LAN to something much more uncommon, say 10.62.0.X/255.255.255.0, and haven't had any issues since.
As far as the VPN service within the Synology, I can't comment on that in particular. I think it's worth a shot to try -- I just haven't used it personally to feel one way or another.