Properly setting up a VPN for all Internet traffic

[apparatus]

You need to do it like this:

Preventing non-Tor connections

corridor is indeed the wrong tool for this topic. (Unless it’s installed it on your router. In that case it’s a nice fail-safe mechanism that can also point out some misconfigurations of your e.g. Qubes OS device, allowing you to fix them before you use the device with a non-corridor router.) To avoid making non-Tor connections on a Qubes OS device in the first place: Set the system’s default net qube to sys-whonix or none, and don’t override it to sys-firewall or sys-net for individual qubes…

But with your sys-vpn instead of sys-whonix.
Steps 1-4 can be done in Qubes Global Config.