Tunnelblick - free software for OpenVPN on OS X and macOS
MobaXterm - Enhanced terminal for Windows with X11 server, tabbed SSH client, network tools and much more
OpenVPN - OpenVPN - The Open Source VPN
ConEmu - ConEmu-Maximus5 is a full-featured local terminal for Windows devs, admins and users. Get better console window with tabs, splits, Quake style, copy+paste, DosBox and PuTTY integration, and much more.
WireGuard - Fast, Modern, Secure VPN Tunnel
Cygwin - Cygwin is a set of tools that provide Linux and POSIX functionality to Windows.