I am trying to setup my Pi Zero W as an internet bridge where it connects to existing WiFi hotspots (using its internal WiFi card) from behind a VPN (openvpn) and then shares the network to a Mac via its USB data port. Curious to hear if this is even possible.
You want to connect (uplink) the Pi Zero W as client by WiFi to a hotspot and use it as bridge. This isn't possible because using wlan0 as slave interface of a bridge isn't supported by the built-in WiFi chip. For further information of this issue you may have a look at Raspberry Pi WiFi to Ethernet Bridge for a server?. But you can use the RasPi as router. How to setup this you can look at Can a Raspberry Pi Zero W be turned into an USB WiFi dongle to any USB Host like x86 PC or mini-PC?.