You can install Orbot and Orweb to browse through the Tor network. This is much slower than using a VPN, but you don't have to trust a VPN provider to keep you anonymous.
With the XPrivacy source being freely available, I honestly can't believe no one has picked up this immensely valuable project.
I personally don't know enough about Android to drive it, but I know C and Java well and would love to help in any way...
Firefox has the additional benefit that the uBlock Origin extension works. The Chrome version only works with desktop, not mobile
A little late, but just in case anyone is having the same problem, it seems that Heimdall is known not to work on this device. There's an open issue in the Heimdall github tracker discussing this:
The TWRP link/thread is starting to get outdated. The current version is 22.214.171.124 and is available for the M8 direct from TWRP here: http://teamw.in/project/twrp2/225