VPN Xbox and Kodi

You would need to apply the VPN manually to all the devices. I would highly recommend you don't apply the VPN to devices that don't need at as you've already mentioned their speeds will be reduced. With the Hybrid VPN however you can apply the VPN to specific services/applications on each device, for example Skype. Allowing everything else on that device to go through your normal connection and therefore retain full speeds while still being protected. You wouldn't be able to do that on the console though due to the way the console handles traffic you'd just have to VPN the entire device. The VPN will reduce your speeds but as you've said QoS will manage your connection much better so it should still allow you to stream in 4K.