Tethering vs Modem?

What is the difference between using a LTE Modem tethered vs as a modem?
I bought a ZTE MF833V and it seems to work fine as a tethered device but I am not sure that’s what I want.
I want to be able to remote/VPN back to my GL-MT1300 using OpenVPN and then get into my NAS or any other server on my system.
I suspect that by using the MF833V modem as a tethered device I will be double NATed and will be unable to do what I want?
Do I need to buy something different?

There are two things to consider:

Double NAT

This may not be a problem if you modem can do port forward. But this adds complexity.
Tethering is good to use if you just want to access Internet. The router works better in tethering mode.

Public IP

If you use modem and want to use the router as server, you need to make sure your carrier gives a public IP address. Generally you need a separate data plan and have special APN. If you can use Modem mode and get the public IP, it will be better.

If you do not have a public IP, consider using www.astrorelay.com to relay your server.

Ah yes, I forgot about that program. I think its probably what I will end up using.
Thanks for quick and useful reply.