@oyyodams The link you mentioned in your post-https://forum.recalbox.com/topic/2458/kodi-vpn was removed and replaced with this link https://seo-michael.co.uk/vpn-manager-for-openvpn-openelec-kodi/ thought might it'll help new users like me.
Raspberry Pi 4
For information, Recalbox IS NOT compatible with Raspberry Pi 4 yet.
Pour information, Recalbox N'EST PAS encore compatible avec le Raspberry Pi 4.
The Recalbox Team.