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Linode has some cool “turnkey” solutions for this. One example: https://www.linode.com/marketplace/apps/nextcloud/nextcloud/
So instead of doing a reverse proxy or vpn on self hosted hardware you would be renting linode servers that are already connected. Then you just have to follow the instructions to hook up a domain or add the relevant dns records.
Either way is fine it just depends on what you’re comfortable with and what you have on hand/want to buy.
Playing the games I payed for on hardware that can actually run them. Or just whatever hardware I want.