Two Routers: one OpenVPN with DD-WRT; one for network devices

Hi everyone- new to the forums so forgive my ignorance if anything should come up. 

Since the R8500 doesn't support dd-wrt, if I were to connect it to a R6400 which has OpenVPN on it which is connected to the modem, would I still get the same effect?

Modem (Internet) -> VPN Router (R6400) -> Network Router (R8500)

Am trying to ensure privacy but use functions of 8500.  All devices would connect to 8500.  6400's wifi would be off. 

Any help would be appreciated!

:)