I am going to stamp a big fat "it depends". Routers like the one you linked have the option to use a VPN but the VPN is not provided. People will just unpack and call it good but you need to subscribe to a good VPN provider and set it up in order to get the privacy you want. Next you have to pick the right VPN (that is very opinionated (my favorite is Torguard)).
Bottom line is it worth it. If you want to set it up and forget then yes. But I recommend being like the rest of us and just download a VPN app.
Free VPN's aren't free, and aren't worth the time. If it's important enough for a VPN, then it's important enough to pay for a good, proper VPN.
NordVPN and TorGuard are the big two that come to mind for me. I personally use TorGuard. They don't keep logs, and it's pretty middle of the road as far as price. $60 a year, or monthly at $10 a month.
Odds are he's bluffing. Some simple steps you can take, though, just to be safe, are to check haveibeenpwned.com and search for email addresses you currently used or have used in the past. It'll let you know if any accounts connected to them have been compromised (which would mean your old passwords would be out on the Internet somewhere.) Go through your accounts, make sure you're using strong passwords for everything, and just be reasonably wary of phishing and whatnot.
Very high chance you have nothing to worry about from this guy, but everything I mentioned above is good practice anyway and shouldn't take very long. Make sure to inform his parents and any relevant authorities about the stalking as well as the threats, if you haven't already.
If it is an issue with your bios, crack open your laptop then remove and insert your CMOS battery.
For reformating your drive without an OS. Use Gparted live for formating your drives. https://gparted.org/liveusb.php
Their is a way. It's long shot. If person that's been kidnapped has a Google account and their phone is tied to their account the you can log into Google via any where and search for phone. If that person has their phone with them and is still active. You might have a shot. The only thing is you must know the username and password of the Google account.
Here is the link. ..
https://play.google.com/store/apps/details?id=com.google.android.apps.adm
If you or any one life in a country that has high crime and kidnapping. This tool can be useful in an fast action to find a person or people.
It's free.
Any one who needs help installing how to work this app. just pm me
It's good for a parents mind to know where their children are.