You might want to re-title your post to indicate ‘Tailscale’ instead of just ‘VPN’; Tailscale is related but as you’re experiencing, it’s more than just a mere VPN setup.
Tailscale isn’t fully supported in the current versions of the GL firmware. It should still indicate ‘Beta’ in GL GU → Applications → Tailscale.
More specifically & IIRC exit endpoints are an aspect not currently operational but @alzhao@yuxin.zou@rain or @radishman should be able to confirm as I don’t personally use Tailscale.
You should just do a more ‘traditional’ VPN WG Server ↔ VPN WG Client if you’re attempting to work abroad as ‘clandestine remote work’.