As you may know, Ubuntu Touch is the mobile version of Ubuntu, developed by Canonical. For now, it comes pre-installed on Bq Aquaris E5, Bq Aquaris E4.5 and Meizu MX4, but it is also officially supported on the Nexus 4 and Nexus 7 phones.
The Ubuntu developers have announced that they are currently working at implementing a default VPN solution, to be used on the mobile version at first, and ported for Ubuntu desktop, eventually. VPN support will be implemented in 2016, but most likely it will not be ready for the Ubuntu Touch OTA-9 Update.
Until the Ubuntu Touch OTA-9 Update, scheduled for release on January 2016, OTA-8.5 may be released next week, squashing bugs only.