Are you needing to setup a CLIENT or VPN SERVER? If Client is what you are looking for then no need to set up a server. My thoughts on your client setup:
On the VPN Client tab:
Automatic start at boot time = change to
Yes
Accept DNS configuration - change to
Exclusive (if no Diversion),
Strict (if Diversion is installed) or
Disabled (if Diversion and Stubby will be installed)
(when choosing any of the configurations above then make sure that
"Connect to DNS server automatically?" section
under the WAN tab has:
Yes (if on
Exclusive mode),
No (if on
Strict mode and add there your ExpressVPN server(s) manually),
No (if Stubby installed and leave your router's IP under the DNS 1 server space)
Make sure to APPLY to save
Then go back to the VPN Client tab:
Cipher Negotiation: Disabled
Legacy Cipher: AES -128-GCM or AES-256-GCM (if AC86U or AX router); otherwise leave as shown on the pic
Connection retry attempts: change from 15 to -1
Compression: disabled
For Custom Configuration section (at the very bottom) see this post:
https://www.snbforums.com/threads/expressvpn-on-merlin-custom-configuration.49963/#post-475742
If no Diversion (but with Stubby installed): leave all those options there as they are
If Diversion installed, also add at the top:
dhcp option: server 1 IP (if using 1 server from the WAN tab or DNS 1) for example:
dhcp option 207.132.135.19
dhcp option server 2 IP (if using 2 servers from the WAN tab or DNS 2) for example:
dhcp option 207.132.135.20
For Policy Rules - Enable
strict profile) and then add each of the following (use the PLUS sign after each entry) :
Router 192.168.50.1 (or 192.168.1.1) 0.0.0.0 WAN
All devices 192.168.50.0/24 (or 192.168.0/24) 0.0.0.0 VPN
After you make all of these APPLY and then toggle the SLIDER to ON (at the top of the page and next to "Automatic start at boot time").
I am hoping this will help. You may still have to make tweaks to get it