Do I need a Proxy?

[PizzaProgram]

Is it recommended for a stand-alone (linux VPS) server to use a proxy program for higher security level?
https://caddyserver.com/docs/caddyfile/ ... erse_proxy

- Or would it slow down the VPN communication heavily?

I will probably install some other services to the same server too (Wekan, FirebirdSQL) and I've red many places, that for safety reason the easiest way to secure a server is to install a Caddy server, which will work as a relay between localhost and the public internet.

- Would it be better to install those other services on a different server, and connect these two with a "SoftEther bridge" or as a client?