What do you mean by stating a "native" anti-malware program for a MacBook Pro with N1Chip?

The native anti malware is the built in malware protection. You won't need extra anti virus or malware software. If you want to scan your system for potential malware, use malware bytes, anti malware. The free version is good enough.

If you don't suspect malware, macOS built in security is good enough to protect you from threats

There is no need to use a Third-party virus scanner to waste computer resources at all times reading each and every one of your files, non-stop, looking for patterns that match antique windows viruses.

MacOS simply controls what can be come executable. Nothing can become executable without you allowing stand providing your admin password. System Directories are locked and checksummed. They can't be changed without detection.

Effective defenses against malware and ot… - Apple Community

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macOS has a number of built-in ('native') capabilities to prevent and deal with malware & viruses. The one you have probably heard about is called XProtect. macOS has always been a secure operating system and Apple continues to add security capabilities to it.

Most experienced users in these forums will tell you that you do not need any extra anti-virus applications ... and they are probably correct. Most anti-virus apps only burden your system, some create more problems than they could possibly solve, and some of them are even borderline malware.

As for a VPN, the question is ... why do you even want a VPN? It doesn't sound like an employer is requiring it in your case.