I currently have a setup where my Synology NAS acts as my VPN server, using OpenVPN. It works but as with all things to do with technology and home labs - I want to improve it in anyway I can. I'm looking at building a big Dedicated Proxmox server and will run two DNS Pi-hole like servers (one for redudency) and would like two VPN servers as I'd like to keep my Synology NAS purely for files and only accessable on my local network. I'd like for all my mobile devices to have a constant connection to either VPN/DNS pair for privacy and ads.

Which brings me to the question, which is better in terms of security and speed? Tailscale, Wireguard or OpenVPN?

I know there is no definitive answer, just want peoples opinions and what you use currently?