VPNs usually do store your IP when you connect to them, even if they delete it later (it is technically impossible to not know the IP address of whoever is connecting to the VPN). And the likes of Mullvad and IVPN do not allow port-forwarding.
I will repeat what I said to the other commenter: please read the documentation. Being a router doesn’t mean that traffic and its contents can be linked to your identity. Data is broken down into chunks and encrypted along with metadata being scrambled. Unless there’s a zero day I’m unaware of, you are perfectly safe.