Ever since I switched from a Juniper SRX to an Opnsense firewall, I was able to use a VPN provider to circumvent certain geofenced websites (mostly news outlets in other countries). Opnsense has the option to create OpenVPN client tunnels, and by creating (firewall) policies, you can direct traffic to a different destination (gateway).

My VPN provider (NordVPN) has a nice support page on how to achieve this, but it’s based on a relative old Opnsense version (v21). Since the release of v24, the configuration of (client) OpenVPN configurations can (also) be done through instances, and the old way is being depricated (and gone in v26.1)