VPN Server -> Internet Access Through Proxy

I'd like to make this happen, is it possible?

iPhone Application - > VPN Server - > Proxy Server - > Regular Internet

HTTP access to various websites on the regular Internet via the above route. Get a response from your smartphone.

In particular,
through a VPN server. I would also like to know if I can rewrite the header or change the request to a proxy server.

The VPN server will be built on its own and the proxy will access the existing one.
The proxy is a server created by someone else, so I can't make any modifications, but
I'm particularly concerned about whether or not I can customize the VPN server in some way.

I've never done anything around the network.
I don't even know how to find out.

For the time being, I think the first step is to build a VPN server on the EC2 of AWS using OpenVPN.
But I don't know what to do beyond that, and I don't know how to get this to happen
I would appreciate your advice.

Thank you for your cooperation.