Hardware Router For macOS I "think" I understand that all firewalls are software. However, I am splitting the monthly internet bill with a roommate who has the ISP modem/router in his room. I would like add (if possible) more security measures. (I cannot get my own ISP in my room; as the house is designated as a “heritage house” and the landlord won’t agree to any “drilling”).
I have my macOS firewall turned on to “block all incoming connections”. I also use Tunnel Bear VPN. 

Are there any recommendations (hardware or software) available considering my situation?
If you want more security than what you have now, you could add a hardware based router/firewal between your roommates Internet connected network and  your "network"

What you would be doing is connecting your WAN port of your router to your roommates LAN.  This will create a "double NAT" network, where your roommate becomes your ISP. 

The benefit this has over a highly configured firewall is that the router will immediately block all incoming traffic (by default) on the roommates LAN but allow you egress to the Internet.