Unfortunately Mullvad and the majority of VPN providers don't offer port-forwarding anymore, last year when I checked only a couple, maybe three remained...
Having wrote that, another option, under Linux with network namespaces and Wireguard it's possible to have a pretty fail proof VPN...
Mullvad and I’m sure other modern VPN clients have “kill switches” built-in that shuts down traffic if the tunnel isn’t on. You can also do a leak check before starting anything up.