Yes, I used this guide but the problem really is just I don’t know what I’m doing. 
I added the paths to Dockge as “additional storage” for configs and the torrent downloads folder, and while the VPN appears to be working (checked with the sample torrent from ipleak.net), my test torrents error out. I check the qbittorrent log and found File error alert. Torrent: "Big Buck Bunny". File: "/mnt/Data/Media/Downloads/temp/Big Buck Bunny/Big Buck Bunny.mp4". Reason: "Big Buck Bunny file_open (/mnt/Data/Media/Downloads/temp/Big Buck Bunny/Big Buck Bunny.mp4) error: Permission denied"
Dockge has access to that dataset as best I can tell so I have no idea why its erroring out like that. Also, I’d really prefer to be using wireguard but haven’t yet attempted that. Also I’ve heard of some people having issues with Gluetun and found this but have not tried to figure that out yet.