The simplest and best solution is to get a new router. TP-Link ER605v2 can be had for $60 on Amazon and is more than enough to handle what you want to do.

If you want to keep the router as-is and you're OK with routing all traffic through the VPN:

1. (DO THIS FIRST) Add a static route in your router that routes the endpoint (ip or network) of the third party vpn through the gateway. If you have the ability, set the route metric low to ensure this is analyzed first.
2. Add another static route that routes 0.0.0.0/0 through your server. Do this second, and set the route metric higher than the first (if able).

If you don't mind getting rid of the router: set up a router on your server. There are many guides online as to how to do this in Linux.