Tailscale is (like) a VPN, but traffic will go through their servers. If you setup your own VPN server then traffic will remain between your client and your own server.
Did you setup port forwarding and routing tables when you installed your VPN server?.
The Synology VPN package is lacking behind a lot, so you could be missing some security updates.
If you use a VPN to hide your services, you reduce your attack/risk. Since there is only one package/software suite which could've vulnerabilties. And VPN's are focussed on security. If you expose all your hosted stuff, all those programs need to be secure to prevent abuse. And not everybody is as skilled to build it securily.
I would recommend, for you, to use something like tailscale. Since you seem like someone at the beginning of their safety journey. With setting up a VPN server, you need to know a little bit what your doing to make it secure and work. And you could invest time to learn it all, or you could use something that does it for you. Another, not so wise, advise could be to use a docker container to host the VPN. Most containers have all settings correctly setup and have guides to make it secure. But that means you don't know what you installed and that could be a bad thing as well. Furthermore, docker adds to the complexity of making it work.