Where exactly can i add this new host? Do you mean the white list or?
@robgill thank you for the extensive answer, i sadly have only one host/vps to run both. I use the vpn only when i'm on my phone using apps that contain ads. So i use it barely 
Also yes i can do both of those steps. Connection with my vpn enables me to use http://pi.hole. But because the ip is public, i don't really use it.