The DNS setting you share via the screenshot states "Alternative DNS servers" as in it pulls the setting from the DHCP server and sets this as a secondary or alternative DNS.
Set your IPV4 network to manual and use the same IP as DNS1.
I saw that IPv6 settings on my router and on my computer are not configured. Maybe enabling IPv6 on the router and configuring that also on my computer can solve the problem.
I think I will abandon Pi hole directly installed on my computer. I will buy a Rpi Zero W and uninstall pi hole from my computer. Thanks you @RamSet for your support anyway.
That is actually a really good idea. That way, you will be able to use it at network level (with all the devices using it) and not depending on the computer being turned on.
You'll need to set it up either as the DHCP server or as the DNS server within the router DNS settings.
On more option to consider, if you travel with the MacBook and want ad blocking on that platform - install Pi-Hole in a docker on the MacBook. The Pi Zero W is your better option at home though.