Archer VR1210v as a vpn

Hey,
I've got an Archer VR1210v and I'm looking to use it as a VPN.

Its currently plugged in to my network via a lan socket as its really being used as a wifi gateway.

so the set up is:

Internet
Draytek Router - shared with others
Archer VR1210v - wifi connection (set up with a ddns)
my devices

So I'd like to be able to access internal machines / file shares etc using a VPN, so I was hoping to be able to activate OpenVPN and then install the app on my laptop and devices, so that when I connect I can then see the other devices.

Each time to try to set up OpenVPN and export the file to use in the OpenVPN app, it says:
Error code: 86500
Wan not connected, you have to re-export client.ovpn or change your current client.ovpn when wan is connected.

because its plugged in to the lan, its not using the WAN - is there a way to do what I'm looking to do - I dont have access to the Draytek Router.