The Apple TV doesn't support native VPN configuration - is there another way to use VPN?
There's no way to add a "real" native VPN to the AppleTV through software currently. The DNS-based solutions you describe are really not what you would normally expect from a full VPN solution.

The best alternative currently is a hardware solution where you add the VPN externally. I.e. instead of connecting the AppleTV directly to your internet connection, you connect it to a VPN box instead. Such a setup does not prevent your AppleTV from being used as a HomeKit hub.

The VPN box might be a dedicated box that does nothing but encapsulate network traffic from the device into the VPN (could be a specialized off-the-shelf VPN device, or a generic device with VPN software such as a small Linux computer or similar). It might also be just functionality within equipment you already have, such as your existing router or firewall, if they support such VPN functionality.