I figured I would add some info instead of just learning. I really like XDA-dev... and go to this site often to solve issues.
I purchased a Cisco rv220w router on sale for the purpose of building a cheap network and VPN for my android (Tablets and HTC one Phones).
I am pretty good at networking so I gave it a try. In less than a day I now have a fully working network to include a VPN server that works.
VPN for all android devices uses PPTP. I know the limits and fully realize that PPTP has issues. However it is working. The VPN is designed for connectivity, not privacy. I want to avoid censorship and wifi sniffing of passwords, etc... My solution after 3 days seems to be working.
Getting other VPN solutions to work with Android seems to be a bridge to far. If there are other VPN protocols that work please let me know and I will try them. I have devices running 4.2, 4.2 and 4.4. I have a few devices running Windows. I will use cisco any connect for windows computers. Not the best but it works.
Any improvements or suggestions are welcome.