A virtual private network (VPN) tunnel is established between a user device and a VPN gateway. The VPN gateway transmits first packets received from the user device to a first exit VPN server. A first subset of the first packets is transmitted by the first exit VPN server to a first target and a second subset of the first packets is transmitted by the first exit VPN server to a second target. A second exit VPN server that is different from the first exit VPN server is identified based on the first packets. Second packets are received by the VPN gateway from the user device. At least a subset of the second packets are transmitted to the second exit VPN server for forwarding to the second target.