VPN service disabled in AP mode

Some ISP force the modem work as a router(There is a NAT on it.) and change the mode is impossible. And in many cases I can't let my custom router as the gateway. That means the router must works in AP mode... Interesting, VPN service is disable in that mode. I know that we need port mapping or DMZ on the border of the network in many cases if I need VPN service. If there're any way can enable the VPN service in AP mode it will be helpful.

Thank you