So while it's true you shouldn't use third party repos. If you look at your vpn and you have any version dependencies it will install then eventually you will have a bad time. But if it's just a self-contained package you should be fine. Worse case it may uninstall the vpn when you do an upgrade. Where people get in trouble is when they install ubuntu repos thinking they are synonyms for Debian or worse install testing or sid next to stable.

Just remember to just read carefully when doing an upgrade and turn off unattended upgrades as that's where most breaks happen. You have to check what packages are Bing added or removed and which packages are held back. Sometimes they are held back due to the package installed in that 3rd party Repo. You can test this by running apt -s install package listed as held back in the upgrade and see what error you get to see the package breaking it.

Learning about apt pinning woll also help you not break Debian.

I have had the mullvad repo for months with no issues. Debian is actually one of their supported distros. If you tried to add their repo on mint for example it would work youd have to install it via a deb package.

Use Timeshift! Saved me several times after experimenting a little too much with Debian.

On desktop, using testing + manufacturer repos is fine. Don't use repos intended for other distributions.