>I would like to know if some of you have used SoftEther open source free firewall for Windows, or if you ever heard of it. This is from Japan and it seems to do a good job. But, if there are red flags, I would certainly like to know about it. Any feedback on this would be greatly welcome.

It's only been around 2 or 3 years at most and it is not only faster than OpenVPN but also has more features. It was designed for firewall penetration and firewalls that are doing deep packet inspection can't detect its transport packets as a VPN tunnel because HTTPS is used to camouflage the connection.