I'm not at all knowledgeable about VPN.
But I do believe Phex works best if port forwarded. Its internal basic port mapping tool definitely does not work for everyone (including my router, thus my results boomed once I forwarded a port for Phex for both UDP & TCP.)
Looks like you will need to somehow work Phex's external ip & port in with VPN.
In Phex's options: Under network, you can set your listening port.
However, under Firewall/Proxy: there is both a firewall setting to export Host IP. And also a Socks 5 option.
For port forwarding for your model: There's no specific instructions for Phex for your router/modem, so ignore the portion of instructions for LimeWire:
Port Forwarding the Netgear WNR2000v2 Router for Limewire Edit: Would this help solve the issue?
Astril OpenVPN: Port Forward Feature. I presume it's free, I only found it after a google on solving the topic.
All other discussions I found on the topic seemed quite complicated. Some saying port forwarding is not necessary when using VPN & some saying port forwarding should be used for p2p.
Also, you might like to try the last
Phex snapshot, not officially released version but some improvements. And if not already, some
updated connection cache.