> Second, even if I installed a VPN on my main machine, what about my phone? My laptop? My desktop? Every device would need the VPN running, and I’d have to remember to connect it before browsing. It’s messy.

This is what routers are for. My router (a cheap fanless box with several network ports running linux) is the only thing on my network that knows there's a VPN. I can selectively route whatever I want through it, including having a separate SSID/VLAN from which everything is routed through the VPN. It's wireguard based so there's no "installing a VPN", just an interface/network configured in systemd-networkd (once, on the router).

Edit: Routing by domain name could be tricky, though. I haven't had a need for that, and a proxy with local DNS override (as in the article) might needed if it came to that. I'd still do it on the router, though.