I do understand. Most people say it's not possible with current protocols, and they're right. But on VPN layer, it can be done.
On your PC, the VPN service appears as a network device (vNIC). Somewhere in the VPN software, there's one point where all
network packets sent over the vNIC are serialized into into bytestream to be encrypted (but you don't need that here) and sent
over a TCP connection to the VPN server.
At this point, you have to extend the VPN software to connect to the same server twice, using different routes. (Not sure how to do that,
maybe one can change the default gateway in-between.)
On the receiver side, you need to identify that both connections belong to the same tunnel. As your sender sends the same bytestream
over both links, you can receive on both connections and track the stream position (number of bytes received) of both. With that you can
easily identify which late/duplicate data to drop and what to forward as a combined stream to the output vNIC.
As this is a VPN, on IP level, the game seems to directly talk to the game server on a single link.
Mind that you need to send everything over both links, therefore your combined bandwith is the minimum of both individual ones.
Mind also that with this simple scheme, that when one stream was delayed by a latency spike, it has to keep up to the other one
(send all outstanding data) before it again can mitigate latency spikes on the other link. If this turns out to be a problem, one could
add some signalling from receiver to sender like "on connection B, you don't need to send bytes X ot Y anymore, I have already received it
via connection A".
Note: You never mentioned it, but you need the same handling on the link back (game server to you).