Nobody stops you from renting a VPS outside the UK and setting up your own VPN server there.
If you get a provider that supports Turnkey Linux, you can literally just directly choose an OS image for it that makes that VPN out-of-the-box an OpenVPN server or a Wireguard server.
So could I VPN out of the UK to circumvent the VPN verification step?
As long as you age verify yourself to use your VPN, you’re good to go.
Nobody stops you from renting a VPS outside the UK and setting up your own VPN server there.
If you get a provider that supports Turnkey Linux, you can literally just directly choose an OS image for it that makes that VPN out-of-the-box an OpenVPN server or a Wireguard server.
This would make you your own VPN provider.
I wish I understood that. I just use proton and hit connect.
Yes. This is what people will do, I expect.