Does Turris Omnia support VPN proxying?
Both VPNs and proxies are supported. "VPN proxying" isn't a familiar term.
Generally, Turris has any OpenWRT capability. Possibly helpful:
https://openwrt.org/docs/guide-user/services/vpn/openvpn/cli...
https://openwrt.org/docs/guide-user/services/tor/create-tor-...