Which one should I follow when I see many ways to set up sys-vpn on this forum? What is the correct way to set up sys-vpn?"
“sys-vpn” itself is simply a proxyvm that runs your favorite VPN software. To create a proxyvm, it is the same as for any other, except you go to the Advanced tab in Qube Settings and click “Provides network”. A proxyvm is a qube through which another qube can route IP traffic, if it is on the chain of netvms for that qube.
I think, however, you are asking how to set up your VPN in said Qube, in which case you should follow the appropriate guide for your VPN. Try searching, for example, “Mullvad” in community guides for a Mullvad VPN qube.