It's called Branch VPN. You configure in the router endpoints. I do this all the time with Watchguard VPNs. However, Zyxel is another story all together. I've used Zyxel a few times and had to drop it because it was lacking features back then that came with standard firewalls.
However, only way you can do this is either with two static IPs, or if the firewall supports No-IP. I know a lot of firewalls nowadays allows for DYNDNS but I havn't seen any that allows for no-ip entries.
So unless you go with a static IP. I don't think you are going to be able to configure this type of setup.
https://kb.zyxel.com/KB/searchArticle!viewDetail.action?articleOid=015405&lang=EN