Devices similar to what you are asking for are out there now, in recent years the market for these devices seems to have exploded. I recently built something similar to this one with i7 of some generation or other and quad 2.5gbit NICs etc. They are available in all sorts of neat fanless configs and a range of CPUs, and generally have no issues saturating all 4 ports at peak speeds etc. I just pulled the first hit from Amazon for "vpn appliance":
Being that they are just PCs, you can install pfSense or whatever solution you want. They are silent and no larger than a typical network switch. If anything, the enthusiast firewall market has been well served recently - there are well over 20+ models on amazon alone right now intended for homemade firewalls or routers.
> https://www.amazon.com/SENSTUN-Firewall-Appliance-Fanless-Ba...
Being that they are just PCs, you can install pfSense or whatever solution you want. They are silent and no larger than a typical network switch. If anything, the enthusiast firewall market has been well served recently - there are well over 20+ models on amazon alone right now intended for homemade firewalls or routers.