strange coordinates and lines

What would be involved in setting up a fake facsimile of a VPN service to gather intelligence on a criminal organisation?

Would this essentially be a VPN where the relay saves a copy of the traffic? Everything I've found to read on the internet assumes more knowledge of tech and jargon than I have. Could a choice of servers in different countries be faked? A UI seems easy enough, but what about the ISP it connects to? If it was simply a gateway to a real VPN, would the real VPN notice? Could it at some point send a second copy elsewhere without being noticed?

This could be a scheme the character is pondering near the end, so it doesn't have to work - it could simply be trying to find solutions to some of the concerns. He has a habit of staring out the window late at night mulling over such things. He really wants to be able to build a phone case with a rechargeable listening device but we've gotten lost on the physics of discretely charging it from the phone.

There's the social infrastructure to make it appear legit, website & fake reviews and social engineering to get them to bite. I've already written this for a different operation, not in great detail but enough for my purposes. If faking a VPN is feasible, I'd probably replace the existing scheme in those scenes with this one. But the marketing email may be more along the lines of "Police and governments can't subpoena a service they don't know exists" with a link to the dark web.

Edit: It doesn't need to actually work as a VPN, the character won't care about hiding the users' info. It just needs to look like one from their side of things.

Please be careful with how much detail and tech-speak you throw at me, my health is poor and I am easily overwhelmed. If this is a rubbish idea, please be kind in putting it down.

Thank you for any help.