Please see this comment to understand my frustrations with the answers in this thread (copy/pasted from another comment):

I’ve been managing servers for over 10 years, and I never have felt stupider, and I still don’t understand how to do this. Everyone is making a comment that I don’t understand.

Let’s talk internet 101, and please tell me where I’m wrong.

You make a request to https://myservice.example.com. The DNS responds to a query giving you an IP address, say 1.2.3.4. Now the client software makes another request to 1.2.3.4:433 (say if we’re attempting to access an https server, binding the SNI address to the SSL/TLS header). The request will be sent to that server, and the server will respond. In what part of all this process can the VPN can do anything?

Normally if you want to access a device through VPN, you make a request to a WHOLE other ip address in another subnet on another (virtual) device locally. It has absolutely nothing to do with 1.2.3.4. It’s something like 10.10.100.X… or similar. How will my domain, myservice.example.com, route to that address, 10.10.100.X? Is it as dumb and simple as routing there? Or is there more to it? It doesn’t sound right to make the DNS server record point to 10.10.100.X.