Tunneling 2 XR1000

I usually play Call Of Duty on PS and I almost always play in a party with a friend. We live about 350 miles apart and we get similar pings with the servers around us but sometimes we have to play while we are 1700 miles apart and we have to always have to only keep only one geo filter active because of the conflicts in ping times due to distance but whoever disables the filter usually ends up having a bad gaming  experience because the filtering is based on one player so the other one almost always has to suffer. I cannot believe the duma os developers did not think about people that play in parties and did not create settings for this scenario 😩😩😩. 
We were thinking of we could create a VPN tunnel between the 2 XR1000s so we could simiulate we are playing din the same location and hopefully improve the filtering process and game experience. Does this make sense and is it possible, if yes, how?
Also the worst experience is when connected to a pier instead of a dedicated server, could Duma Os developers PLEASE GIVE US AN OPTION TO BLOCK PIERS AND ONLY ALLOW DEDICATED SERVERS!!!  Thank you very much for your help.