With the help of Peplink support (thank you) I have now solved this.
- I have set an outbound policy (top priority) for my work device to route through my standard WAN connections.
- I have set an additional outbound policy (2nd highest) to route all traffic through SpeedFusion VPN (which connects to a SpeedFusion Hub in a local cloud service provider).
So now my work device traffic is going through my standard WAN connection and everything else goes through the SpeedFusion VPN.
Annoyingly when I tried connecting my work device through the VPN, my company were able to pick it up and blocked my access - even though I used a local CSP. It’s a shame because my standard WAN connections are not as good as the SpeedFusion VPN.
Thanks again for everyone that helped, @bryn.loftus @Wayne_Eveland and Peplink Support.