Read about site-to-site VPN configuration, it's what you're looking for.

you should check out the WireGuard documentation, it's pretty straightforward to set up with your Unifi UDM. Once you have your VPN connection established, you can easily route your local traffic to your new cloud VPS. Good luck!

I have a setup where Wireguard docker container that is connected to my local network and if I use any other container to get local access I use `network_mode: service:wireguard-container` for that remote container have the same access as my VPN container.

This has pros and cons. Major pro that the host machine has no access to my network, so it works as regular server. Cons are that if I want to expose say a web panel for one of my local services I have to apply proxy settings to the VPN container and if you use a multiple copies of the same container that does not allow to change default port... you get collisions.