Oh, I should also have added that with the default in the VPN setup you can setup different account containers to use both the local SOCKS proxy to go around the VPN (as described in the other thread) and use the Mullvad SOCKS proxies inside the VPN for multi-hop. You can then set certain sites to always open in a particular container (and, therefore, use a particular proxy). And of course in addition to the SOCKS proxy you can also still start other programs with mullvad-exclude if you want their traffic to be outside the VPN.
Even with this setup I still use a tiered approach where I use Firefox with the outside the VPN proxy for stuff that doesn’t work well with the VPN (usually because the site tries to block VPNs) but is already tied to my real identity anyway, the default inside the VPN setting for most things, multi-hop for more sensitive stuff that I want tied to a persistent (generally pseudonymous) identity, and then there are options like Mullvad browser (with multihop) and Tor browser for even more sensitive stuff.