I have a Unifi USG, which has a third party wireguard addon, though of course OpenWRT could work just fine. You setup a wireguard tunnel normally, but disable the default routing (on a Unifi, set route-allowed-ip false), and then explicitly add a route for 10.124.0.0/16 through the wireguard interface. The mullvad servers page[1] has socks 5 proxy addresses for all of their servers - assign one to a firefox container and you're all set. No reason you couldn't have a container for each geographic region you want.

1. https://mullvad.net/en/servers/

On a USG the config looks like this:

    wireguard wg0 {
        address ***/32
        mtu 1420
        peer *** {
            allowed-ips 0.0.0.0/0
            endpoint ***:51820
        }
        private-key ***
        route-allowed-ips false
        up-command "ip route add 10.64.0.1/32 dev wg0 && ip route add 10.124.0.0/16 dev wg0"
    }

This'll help you: https://mullvad.net/en/help/dd-wrt-routers-and-mullvad-vpn/

For Geo-IP, unfortunately unless you have some sort of automation to reconfigure the OpenVPN settings on your router - this will only work with 1 configuration. They may be alluding to using the VPN to connect to another country where they're not getting weird as fuck redirects and shit content.

Although just as I wrote that, I'm expecting a dd-wrt/browser addon will probably support this somewhere - or at least as a script on Linux.