@Casablanca1,

As of right now, only the AX3000 v2 models have received the ability to set up VPN Client Configurations. This feature has been rolling out to models slowly via a firmware update; however, our team is not aware of what models are planned to receive or will receive the feature via a firmware update. 

It is recommended to keep watching the firmware releases for your router, as the VPN client feature will be listed in the patch notes if/when it is added to your version.