Merlin, if we have the VPN Client running at the router to VPN our entire LAN, does this mean that our entire LAN has no firewalling happening at the router and is dependent on our VPN providers firewall?
Yes, I have also just learned that. However the problem is only when you have private IP at your VPN service provider. All ports are opened and exposed, so make sure your PC firewall is on. If it is a shared IP, you are not exposed though.