Best Position to Install NordVPN or other VPN

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Qubes provides security through compartmentalization. Following this principle, you achieve the highest security by separating everything.

Therefore, a dedicated VPN qube is preferable:
Contents/docs/configuration/vpn.md at master · Qubes-Community/Contents · GitHub

Upd: New link:

Configuring a ProxyVM VPN Gateway

This guide is not suitable for Qubes OS version 4.2 and later, see this post which contains a solution. Note: If you seek to enhance your privacy, you may also wish to consider Whonix. You should also be aware of the potential risks of VPNs. Although setting up a VPN connection is not by itself Qubes specific, Qubes includes a number of tools that can make the client-side setup of your VPN more versatile and secure. This document is a Qubes-specific outline for choosing the type of VM …