No, as the thompson device does not have the capacity nor functionality to provide this feature with the current operating system.
There is a theoretical chance for support to unlock a non-provisioned unix-System on it, but It would mean so do much hacks and its a rather unstable solution.
What you can do, is allowing VPN-packages to go through a specified port to a VPN-Provider within your home network.
This means, installing open-vpn onto your PC or another device.
Other possibility (as I did): just use the Quickline-Device as simple Modem (for acessing the Internet an nothing else) and a more versatile Router for anything else like Wifi or VPN.
With Synology Devices (Router or NAS) for example, you can realize pretty much anything with provided packages.
Here you go with a detailed Tutorial for OpenVPN on a Synology Device