Do you have a Windows PC?
If so run the VPN software on it and connect the XBOX via it.
AFAIK you can’t run a VPN app on the XBOX itself and can’t run it on the Hub 3 - even if traffic will run through the hub.
Another option would be to get a suitable router, use the hub in modem mode and run the VPN software on that router. Trouble is that will affect the other users in the house.
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I know a bit about Wi-Fi, Telecoms, and TV as I used to do it for a living but I'm not perfect so don't beat me up... If you make things you make mistakes!