@odhiambo, yes, these routers can work as VPN clients if your VPN provider have L2TP endpoints, see my previous comment. @Grez, you may have been confused by the name: this is "tp-link", not...

I'm ExpressVPN user, so I found the instruction "How to set up ExpressVPN on a TP-Link router with L2TP" (links are forbidden here, oh c'mon!) It actually works with my AX1800 while I'm posting this....