Hardware Router For macOS

I "think" I understand that all firewalls are software. However, I am splitting the monthly internet bill with a roommate who has the ISP modem/router in his room. I would like add (if possible) more security measures. (I cannot get my own ISP in my room; as the house is designated as a “heritage house” and the landlord won’t agree to any “drilling”). I have my macOS firewall turned on to “block all incoming connections”. I also use Tunnel Bear VPN. Are there any recommendations (hardware or software) available considering my situation?