If you check many consumer VPN provider sites, they will almost exclusively recommend the Asus RT-AC86U (the most modern Asus router) as the best consumer router for VPNs, both server or client. If you install Asuswrt-Merlin custom firmware, you can get speeds as high as 200 Mbps over OpenVPN. There is no other consumer router that comes even close to that. Bonus: this is probably the least complained about consumer router in all mainstream modern routers.
Alternatively, if you are technical and have an existing WiFi router you can repurpose as an access point (aka. AP bridge for routers), you have three further non-consumer options:
1. Budget option: Ubiquiti Edgerouter ER-X (if Internet below 500 MBps) or Edgerouter ER-4 (if above).
2. Maximum performance option: get or build a mini-PC with a low power Intel CPU (not Atom) that supports AES-NI, then install pfSense/opnsense on it and rock VPN performance that can trounce even an RT-AC86U.
3. Convenience option: use any spare PC parts to build a PC or just run an VPN server on your NVR/
Blue Iris machine.
OpenVPN is also not the only option. The last three options would allow you to run almost any type of VPN as both server or client.
Note that among consumer routers, VPN support is not that common and most non-Asus routers only support a VPN server, not client. A notable and excellent alternative option is the Synology RT2600ac - probably the only router that has both better wireless performance and comparable software to an Asus.
