It is actually possible to set up a GL.iNet router in Router mode on the main network LAN and IP subnet, without connecting the WAN port, and still be able to run a VPN client on it.
Here is a procedure to set up the GL.iNet router as a “LAN-only” access point:
After that is working, configure and start a VPN client on the GL.iNet router. On each device that is to connect over VPN, manually set a static IP address, gateway IP address to the GL.iNet router and DNS server IP address as appropriate.
I do not work for and I do not have formal association with GL.iNet