I spent some more time on this.
I installed OpenVPN on a server that I already have at Linode. That works fine with the Pepwave MAX BR1 MK2 so I guess there is some incompatibility with Windscribe.
By the way, for anyone wanting to built their own OpenVPN server, this script makes it wonderfully easy. GitHub - Nyr/openvpn-install: OpenVPN road warrior installer for Ubuntu, Debian, AlmaLinux, Rocky Linux, CentOS and Fedora
I also created a FusionHub server at Digital Ocean with the image linked at the bottom here FusionHub - Installation in Digital Ocean and following Martin’s good video here Setting Up FusionHub on Vultr – Martin Langmaid – SDWAN Architect. That works well too and, as expected, gives somewhat better throughput than OpenVPN.
I know some people are never happy but my big wishlist item would be for Peplink to support WireGuard.