I am looking for a compact travel router that I can use to always appear in my home country when I am travelling. This router should have a killswitch if the VPN is disconnected so as to avoid leaking my location.
I have a GL.iNet Mango, which I think would suit your needs very well. (Either that or maybe a higher-spec router from the same company, anyway: the Mango lists VPN as a prominent feature so it’s definitely got that covered, but it’s only an 802.11N (300Mbps) device.)
The nice thing about GL.iNet routers is that they come with OpenWRT firmware already on them from the factory, so you can do whatever you want with them.
While I’m at it, here’s an OpenWRT forum thread explaining how to adjust the firewall settings to act as a “killswitch.”
I’ve run multiple GLI net devices myself. I have no complaints about them. You might want to consider what the power source is for your GLINet device. Make sure it matches the cords you’re taking. So it might make sense to buy a USB-C device if you only have USB-C cords.