Building VPN on web site hosted server safe for sites? [closed]

I'm thinking to build a VPN on my WordPress site hosted VPS. My plan is to use this VPN for my personal uses (not allow 3rd parties to use it). Especially access US streaming services and financial sites (PayPal, Payoneer, etc).

This server installed Ubuntu 20.04, Nginx, MySQL, Php7.4. Moreover, it running CSF and Fail2ban. For this VPN my plan is use Outline. This server's RAM usage is below 60% (peak time it reached 60%). Bandwith not fully utilize.

Is there any security issue (vulnerability) if I build a VPN on such a website hosting server?

There is always a security concern when you connect services. I use here the word connect in its broadest meaning, so they may be connected by a network or just operate on the same machine.

The reason is that problems with one function (service) can affect another. The fundamental security rule is therefore to isolate services as strongly as possible to hedge possible harm to the particular component (service, function). Another standard security practice is to shut down as many processes as possible - for the same reason.

Also take into consideration how many ports you expose to the public network. Each one increases the total vulnerability of you machine.