You are not the first to ask for this. As an example see: VPN Client and Server at the same time on GL-MT300N-V2 - #2 by alzhao
@alzhao who runs things at GL iNet replied this feature should be in the 4.x firmware. Unfortunately the 4.x firmware release and features have been talked about in this forum for about 18 months and we are still patiently waiting for the first general beta to be released.