Hi I have my iPhone hotspotted and shared with a few computers with the pihole active.
I found the gateway address with ipconfig /all in windows 172.20.10.1
My Pc is using 172.20.10.2 (prefered)
So I set my Raspberry Pi Pihole WIFI to 172.20.10.3 in the SSID network name and WLAN settings interfaces and rebooted.
I had to manually change Windows DNS server to 172.20.10.3.
So far so good.