Either setup should show some speed loss but if you use LAN to LAN you turned your router into a WAP and likely lose the VPN feature. VPNs so far seem to always lose speed so the hard to accept fact is you choose security or speed. There are very new networkers that complain endlessly. You wait for this to sink in and don't get into that. Let them learn.
Your choice on setup but to get the setup I think you want, WAN on VPN router to LAN.
My first modem/router is a Plusnet Hub One for fibre provided by my ISP. My second router is an ExpressVPN/Linksys 1200AC supplied by Flash Routers.
My second router uses its own SSID so that I can choose whether or not to connect to my VPN.
My questions are:
Should my second router should be connected LAN to WAN (which seems to slow my internet speed) or LAN to LAN?
Should DCHP be disabled on my second router?

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic