I followed this guide
on How To make a VPN Gateway in Qubes.
It works for me with this
Set up a ProxyVM as a VPN gateway using iptables and CLI scripts
but this line on the firewall script returns with operation not permitted when I run the vpn. And it would not work.
# Block non-VPN traffic to clearnet
iptables -I OUTPUT -o eth0 -j DROP
I would not know how to block non-VPN traffic to clearnet.