Need help with properly setting up VPN

I'm very new to Docker and Linux in general. My goal was to make my own server mainly for Plex. Now that I've got that running with the help of Dockstarter, I'm looking to branch out and I want to make sure my system is secure. I'm also running Ubuntu 'cause I for sure couldn't get this far with Terminal alone.

I use Private Internet Access as my VPN and I have it installed on my desktop environment. I've also been able to reroute my qBittorrent in a container through another container with Gluetun.

My prior setup is a Windows machine with PIA, kill switch enabled, qBit assigned to PIA adapter only.

So my question: What is more secure, PIA running on Ubuntu with a kill switch or tunneling each container through Gluetun?

I would like it to mirror my Windows setup but I couldn't figure out the network adapter situation with qBit.