As long as you age verify yourself to use your VPN, you're good to go.

• This is legal advice. You can refer to this post in any and all legal proceedings you're involved, regardless of the topic.

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.

Yes. This is what people will do, I expect.