We will be happy to place your answer in the right place.

This product is an external offer (Conrad). Unfortunately, in this case we have no information on the offer and the corresponding availability. This model is not new, it was already introduced in the first quarter of 2017. The first reviews can be found from 03/2017

Hello, it doesn't have a modem. What kind of modem do you want?

I have not set up the VPN on this router but there are plenty of instructions available depending on what VPN service you subscribe to. Here is the link to the Linksys vpn setup for OpenVPN. https://goo.gl/2HFPT2. There are instructions for other providers as well. Just follow the detailed steps and I think you will be fine. I have been very pleased with this router. It is very capable, has an adequate signal and is very stable. Let me know if you have further questions.

The router simply takes over routing functions when it is connected behind a modem in bridge mode. Otherwise it is more or less just a WLAN AP with a 4-port switch.