I have solved this problem! The trick is to use two Docker containers:

1. Gluetun (https://github.com/qdm12/gluetun): set this up to connect to your VPN.
2. Tailscale (https://tailscale.com/kb/1282/docker/): set this to use the Gluetun network.

Here is an example docker-compose.yml:

version: "3"
services:
  gluetun:
    image: qmcgaw/gluetun
    container_name: gluetun
    # line above must be uncommented to allow external containers to connect.
    # See https://github.com/qdm12/gluetun-wiki/blob/main/setup/connect-a-container-to-gluetun.md#external-container-to-gluetun
    restart: unless-stopped
    cap_add:
      - NET_ADMIN
    devices:
      - /dev/net/tun:/dev/net/tun
    volumes:
      - ./gluetun:/gluetun
    environment:
      - VPN_SERVICE_PROVIDER=airvpn
      - VPN_TYPE=wireguard
      - WIREGUARD_PRIVATE_KEY=xxx
      - WIREGUARD_PRESHARED_KEY=xxx
      - WIREGUARD_ADDRESSES=xxx
      - WIREGUARD_MTU=1320
      - SERVER_COUNTRIES=United States
      # See https://github.com/qdm12/gluetun-wiki/tree/main/setup#setup
      # Timezone for accurate log times
      - TZ=America/New_York
      # Server list updater
      # See https://github.com/qdm12/gluetun-wiki/blob/main/setup/servers.md#update-the-vpn-servers-list
      - UPDATER_PERIOD=24h

  tailscale:
    container_name: tailscale
    cap_add:
      - NET_ADMIN
      - NET_RAW
    volumes:
      - ./tailscale/var/lib:/var/lib
      - ./tailscale/state:/state
      - /dev/net/tun:/dev/net/tun
    network_mode: "service:gluetun"
    restart: unless-stopped
    environment:
      - TS_HOSTNAME=airvpn-exit-node
      - TS_AUTHKEY=xxxxxxxx
      - TS_EXTRA_ARGS=--login-server=https://example.com --advertise-exit-node
      - TS_NO_LOGS_NO_SUPPORT=true
      - TS_STATE_DIR=/state
    image: tailscale/tailscale

Maybe this can be achieved by doing this: 1.Connect to ProtonVPN on your exit node machine 2.Create a vm inside that machine 3.Install Tailscale on the vm 4.Use it as an exit node

I've been trying to accomplish the exact same thing. In the same vein I've also been trying to setup a tailscale exit node with mitmproxy so that i can inspect mobile app traffic without having to fiddle with proxy configs on my phone each time. In relation to that i found this - https://www.aapelivuorinen.com/blog/2022/09/12/transparent-mitmproxy-tailscale-vm/

Let me know how you get on as I'm super keen on having both a VPN and mitmproxy setup as exit nodes.

Yes you can do this, you can use ANY device/node as an exit-node among your tailscale nodes.

You do need a server to setup the nodes though. Tailscale offer this as a paid service I believe, or you could run your own headscale (open source project) server yourself, this requires a lot more knowledge

Have you read this article? https://tailscale.com/kb/1105/other-vpns/

With Tailscale you have only to declare this device as exit node. It's just one single command, pretty simple

Edit:

Here's how: https://tailscale.com/kb/1103/exit-nodes/#step-2-advertise-a-device-as-an-exit-node

I've read some of the comments and it sounds like you've already tried installing proton VPN and tailscale on the same machine, but depending on your setup maybe you could make a "VPN gateway"

Like take your pi, install protonvpn, then enable IP forwarding and use a little nat IP tables script to nat your lan to your proton VPN interface like a home router would with the wan and lan ports.

Then on your tailscale gateway set the default route to be that box instead of your normal router. Then just use the tailscale node as the exit node on your client and check your IP.

In theory this would be similar to a qubes type setup which is what I tend to use for this kind of work.

If you are able to switch away from Proton VPN in the long run you could use the new tailscale/mullvad partnership to use mullvad as an exit node. https://tailscale.com/kb/1258/mullvad-exit-nodes/