From your questions, it is not very clear what you mean.
- A LAN range is usually one of these: 10.x.x.x, 172.16.x.x or 192.168.x.x. These IP addresses are private and not routable, so there are no public IP addresses in a LAN range.
- Scanning for open VPN services would require you to probe some TCP/UDP ports, which are specific to every VPN type. This can be done with a different application of ours - Network Scanner.
- Scanning for open proxies would likewise require you to probe common proxy ports, usually, those are TCP ports. Again, this can be done with the Network Scanner.
- Scanning for rogue getaways, assuming you refer to a device configured to route packets, would require sending a specially crafted packet (e.g. TTL = 1, Destination = 1.1.1.1) and analysing the response.
On the whole, what you are asking requires a sound understanding of networking, and you would need advanced tools like
Nmap. Unfortunately, that is not something we can further advise on.