VPN/Proxy hell, how to setup Proxy and do i need one

Hey guys im sorry to ask but a bit lost and very much over my head. My issue is i live in the UK, that should say it all but i will expand o the subject. I have a VPN, and since this ISP bill has come out i bought the Turris Omnia. I have managed to setup the VPN on that, (I should mention im competent with linux etc) and with DNS to stop DNS leaks, thats all great. What i have yet to understand is do i need a proxy (socks 4/5), as i know my ISP slows down ports used for VPN etc (VPN speed is 20mbps no VPN is 120mbps, testing the router at work i get 300mbps), and if so how do i do it, what program, i found lots of tutorials on how to create a Proxy server but not how to connect to one from my open-WRT, so all my traffic goes through it.
And finally this is very much out there, since using a VPN i have lost the use of netflix and BBC iPlayer, is it then possible to create a two tunnels, one to the VPN and one without. i have managed to create a separate Wifi network, with a different interface and firewall, but it doesn’t connect without the VPN, is it possible if so can anyone point me in the right direction.
I should also mention that i also have the virgin original router, and i did try using that for all unencrypted channels, like TV, PS3, etc etc, but it keeps disconnecting the VPN, i probably didnt set it up correctly or again i missed something.