< RT-AC66U>
I regularly use the Open VPN Client (PIA), Download Master... DLNA server
If you're using all this the first thing is to check that you're not running out of processing power since all these, when active at the same time, can be quite taxing on ac66 single core cpu.
If your cpu load is less than 95% at all times (while vpn in use, downloadmaster in use, dlna being used for very high quality movie), then I'd suggest you flash the 2nd newest official Asus firmware - not the newest which prevents downgrading! - reset to factory settings, and after that flash Merlin fw.
I've had to do this many many times on my ac66 for unknown reasons. Symptoms are dropped wifi and/or complete inability to connect on 5ghz wifi. Asus fw reflash, factory reset, Merlin fw, reconfiguration, has fixed all issues every single time.
And if your cpu use hits 98-100% regularly while everything on, there's not much you can do except lower the priorities of non-realtime processes, practically this means Downloadmaster first, vpn second, DLNA last (your movies will start to chop/buffer).
In shell, use the "renice" command, you get active process list with top or ps, you want to investigate positive renice values from 3 to 15, renice --help gives you a short help.
Unfortunately the most efficient way to get ac66 cpu usage down is to NOT use it as a network disk with usb drives connected to the router.