Hi JSB, I do not use Unblock US though to me it sounds more or less like a regular VPN service which targets customers looking to view US oriented content.
I never tried to run a VPN at the router /modem level when I had the Home Hub 5, however I can't imagine it being a problem. From what I remember there's a VPN tab in the advanced section and from there you input your VPN login details.
Hopefully someon else chimes in.
Unfortunately not possible. Its not possible to terminate a VPN directly on a HH5 additionally the DNS servers are not configurable either.