We build the simplest working cascade: a Russian relay with no VPN software as the entry, a foreign node as the exit, and on top of the exit we bolt on WARP so OpenAI/Spotify don't cut the data-center IP. I'll show two relay methods (socat and iptables) and how to tie it all together. The commands are production-grade.
This material is about engineering your own infrastructure and is educational in nature. Complying with the laws of your own jurisdiction is on you.
The scheme
The cheapest entry is a relay with no VPN software: it simply forwards packets. The keys and the exit live abroad. The client's provider sees a connection to a Russian IP, while all the cryptography is on the foreign node.