Prepare the Linux VM
Create an Ubuntu VM with bridged networking, reserve its LAN address and keep the Mac/VM awake when the gateway is needed. Run the included gateway installer inside that VM, not directly on macOS.
Make it reachable
Forward UDP 51820 on your router to the VM. Check whether the ISP supplies a publicly reachable address. Carrier-grade NAT or multiple routers may require an ISP change, additional forwarding or a reachable VPS.
Test outside home Wi-Fi
Use mobile data or another network to test. A home gateway exits through your home connection; selecting another country in the directory does not move that exit.