Pretty simple use case. Let's say I use various applications, and at no such time can any of these applications ever transmit data natively from my actual connection.
Here's my actual problem in more detail. I am using OpenVPN to connect various client-server applications. It is paramount that these are always sending data through the VPN. The VPN is not optional, it is a mandatory. Sadly when the VPN dies, or is forgotten to be turned on, or somehow mysteriously turns itself off... these applications start sending packets through my native connection. This is a huge no-no. I'm sure there is a solution to this problem, yet duckduckgo'ing it and research on it hasn't been productive sadly.
Also as it says in the title, I don't have access to configure my router for this. I am open to using a Virtual Machine and perhaps locking just that down to tunneled connections only.