Hello Unifi fans. I was searching for a very long time to get the UDM working with VPN (as VPN CLient) But Ubiquiti NEVER ever released this feature. Luckily we are a very strong and great Community, I finally can provide a way (not my repo!) how to let UDM acting as a VPN client.
Furthermore there are plenry of tweak options!
If you are intrested , follow this link: peacey/split-vpn: A split tunnel VPN script for the UDM Pro with policy based routing. (github.com) I tested this procedure and I must say. WORKS PERFECTLY. I have Netflix running on my TV which dies ntot like VPN. For this you can just add IPs or even MAC to exemption list and this device will not be routed through VPN.
Finally the perfect solution to complete the lacggin feature of the UDM
Have fun!
ThUnD3r|GR33n