It seems to be possible to run a reverse proxy and VPN together, but there are limited instructions. This guide is pretty bare bones and not home assistant specific, but can at least give you an idea of the nginx config. You would use swag and wireguard containers in docker Securing SWAG · GitHub
While VPN and reverse proxy together would be very secure, I think most people go with one or the other. It seems like it would be difficult to get home assistant working through all these layers of security, and I don’t see any posts with examples of a successful vpn and reverse proxy setup together in the forum. Hopefully you can get it working and let us know how it went.
Update - @Bry I may have missed what you were trying to do initially. I installed Wireguard container and it looks promising, and use it along the reverse proxy. I wrote up a more detailed guide here which includes a link to a nice video - Wireguard Container