Nah. If you're worried about the kind of attacks that necessitate sending your own hardware, then, regardless of who owns title to the device, the firmware being replaced to snoop on or alter what is actually in RAM is in-bounds.
There are lots of ways of hiding persistence on a system, and decades of research along these lines. Once it leaves your possession, there's not much you can do to ensure that it still has unmodified code on it (assuming standard PC hardware).
Really though this isn't the threat model at all for someone who just wants to use a VPN, I only went there because the comment senselessly advised shipping your own hardware to the colo. That's the same privacy as using the colo-owned machine, which, for a VPN, is the same privacy as using a generic $5/mo VPN service, as in all cases the upstream can be trivially monitored (even in the case where it's your own, tamper-evident HSM-whatever remote attestation hardware).
Why don't they just desolder the cpu and wire up an emulator and laugh at all those secure enclaves and encryption?
Apple can decrypt the whole thing without any input from the user: they don't need their phone, they don't need their password, they don't need their keys.
The whole thing was a carefully orchestrated media dance designed to make it seem like the feds can't get the data off of iPhones. Not only do they have access to almost all of the data on almost every iPhone, they have access to it without a warrant or probable cause thanks to the FISA Amendments Act. Apple compromised over 30,000 accounts for the US government without a warrant in 2019, per Apple's own transparency report.
I don't know about obscuring the fact of the connection between you and it though. Tor isn't enough by itself.