Hello all. I am a networking noob and am having trouble understanding the easiest way to do this. Right now I just have a simple setup of router connected to modem and all my devices connected to my router through either WIFI or ethernet. I want some of my devices to be able to connect to another network whose traffic all goes through Mullvad. My thoughts were to setup a raspberry pi with openwrt as a second router that I could connect to mullvad however im confused as to how to do this. I thought of 2 options:

First option looks like this… My modem has 2 ethernet ports so my current router could stay as it is but the raspberry pi could connect to the second port and be a completely seperate LAN? The thing I dont understand is that in all the openwrt setup wikis ive read they mention you need 2 ethernet cables (one for WAN and one for LAN) but I dont understand why this is needed? My router only has one cable attached to the modem and it works fine why cant openwrt be the same?

Second option looks like this where the raspberry pi is connected to my current LAN through the router and my devices can connect to it? Im not really sure is this setup is possible and if it is would my devices just need to change the default gateway to the IP of the raspberry pi instead of the router and then it would work? Anything I need to watch out for with this method?

So my questions are am I on the right track? Is there an even simpler way to do this? Which of these 2 options would you go with and why? And why do I need 2 ethernet cables for openwrt