If you give the lightweight os DietPi a shot, Proton VPN works via their DietPi-VPN tool right off the bat. You just need the IKEv2 username/password combo from your Proton VPN settings. It will always connect to the same server you specify in the settings as well. I believe OpenVPN should work the same but can’t confirm. I’d definitely recommend DietPi if you’re looking to self-host any services - especially on a 3B. It’s super lightweight and has a tonne of graphical config tools that makes setup a piece of cake.
You might have the beta installed as that’s had the advanced killswitch for a while…I was confused for a second too!