Can you use a vpn router at home and then use the vpn for your laptop and access the continuous backup feature while you travel?
Of course you can. The VPN connection would be the local network which would allow one to access all the devices not just the My Cloud on the local network. Just note that some VPN server setups can be complex for the average Joe/Jane to setup and configure for proper operation.
Some consumer routers may support third party firmware like DD-WRT and others. Those third party firmware may include or have the option to include OpenVPN or similar free VPN server/client. Or some routers (typically more expensive consumer routers) may include VPN as a standard feature.
For reference, if it help with the MyCloud.