Setting up a QNAP NAS as a VPN client is easy, but setting its containers up for VPNs is harder.
Configuring the QNAP device
The first step is to SSH into your QNAP device using the admin account.
ssh admin@NAS_IP cat >> /share/Container/container-station-data/lib/lxc/CONTAINER_NAME/config << EOF lxc.cgroup.devices.allow = c 10:200 rwm EOF
Configuring the container guest
The second step is open the QNAP web-ui, open the Container Station application and enter the console of your container.
sed -i '/exit 0/d' /etc/rc.local cat >> /etc/rc.local << EOF if ! [ -c /dev/net/tun ]; then mkdir -p /dev/net mknod -m 666 /dev/net/tun c 10 200 fi exit 0 EOF
Lastly the container needs to be restarted, and then your VPN application should be able to access TUN devices and work normally.