For flathub packages, you could switch to user installs instead of system. Settings, then click the up arrow next to flathub (user) (if it’s configured, otherwise you’d have to add it)
It will prevent multiple users from being able to use the same installation of packages, but if you’re the only user if the machine it doesn’t really matter
A VPN is definitely an example of software you should use rpm-ostree to install.
To add some detail, anything you install in a distrobox (or other sandbox/container) can’t add kernel modules, which I think is the error you’re getting.