You can use a container that includes a vpn client like others mentioned OR you can have a container that uses the network of another container!
The basic idea is that you have a single openvpn/wireguard container and then you route all the other containers to use that network, see this stackoverflow post for more info.
The only downside of this solution is that you have to open the ports that you need in the vpn container.
E pure la canoa meglio usarla solo in piscina!