I can’t help with the VPN software or the Bluetooth.
For screen scaling factors other than 100% and 200%, there is a hacky workaround using the very basic Scale Screen app that’s included in the software package librem5-goodies, which offers 200%, 175%, 150%, 125% and 100% scale.
It’s a little glitchy and sometimes you have to flick back and forth between scales or bring up the notification thing at the top of the screen to make Phosh adopt the new scale properly, but it gets there in the end. The setting is only temporary; the next time you restart the phone (or Phosh) the scale will be back to what it was before. [Note that the “Restart Phosh” button in the Scale Screen app will force close all your open apps, which is “fun” if you are not expecting it.]