Modem -> PC with 2 network cards -> Router -> All my other network devices

I intend to setup that PC as a VPN client as DD-WRT does not support my router model.

Thanks in advance!!

Sure you can.
Look into DMZ/firewall routing.

Better solution is to go


Modem-->Router--> Rest of the network including the PC.

PC uses only the one NIC and accepts VPN connection via a NAT in the Router/FW.