Using a VPN app

I’ve seen some posts telling about how to set up an open vpn or something like system wide stuff or whatsoever, but since it was too complicated for me I just decided to install the package (Mullvad VPN) on my standalone Debian VM. The reason for me doing this was because I wanted to separate my Qubes environment to roughly three: one using Tor, another using VPN, and the last VM connecting to internet with my default IP Address. Could there be any potential security problems or threats to my usage environment? Is it okay to use these three VM at a same time?

You can run all 3 at the same time, if you have them installed as 3 different network providing qubes, your appVMs are going to use the netvm you assign them.