With my Raspberry Pi basically being software/service complete, I’m starting to think more about my router and I need to make sure I’m thinking about this right.
As I envision it, my router would run OpenWRT, Pi-Hole and a VPN. Is that correct or have I got this wrong?
You cannot put pihole on a router but yes, those are good ideas. A router with openwrt will have VPN settings, as do many proprietary ones. Alternatively, you could look into opnsense, which is router software on computer hardware (not a router), which you could also put pihole on. I’d say it’s way more tricky though.