Prime says I'm using a VPN

I agree that starting with Amazon is appropriate.  Netgear Orbi routers have never supported any sort of VPN Client functionality. (where every device connected to the router is sent through a VPN tunnel) There have been many posts on the forum asking for this feature, but it has never been supported.

My understanding is that media providers deal with customers who are attempting to get around location restrictions using using a VPN by keeping a table of IP addresses of the major VPN services.  If a connection comes from one of those IPs, then it is coming through a VPN.  If the table includes the public address of your router by mistake, then they need to fix the table.

Some of the newer web browsers have begun pushing their own VPN solutions. But it sounds like you are not accessing Prime Video through a computer.

p.s. Several years ago there was a post seeking help implementing OpenVPN on an Orbi system.  The user was relocating to a different place and wanted to appear to still be at his primary location.  Sp, his goal was to VPN into the Orbi and then use the Orbi to stream movies.  OpenVPN on the Orbi includes an option, to allow access to only the local network or to the local network and the internet: