When I tried the Guides Redirecting... and Redirecting..., I also had no problem (i.e. VPN and local pihole filtering was apparently working) until I carried out step sudo iptables -P INPUT DROP (I carried out the step after I specified ACCESS as specified in the guide).
How come that in the Guide it is recommended to switch specify the iptables but the bash script does not take care of the firewall?
The script itself and the VPN server require a relatively small set of instructions to work.
At it’s core, the server opens a port, you tunnel and authenticate to that.
Now, unless you have exposed the whole device to the internet with free and unrestricted access to all the ports, you don’t need to worry about any additional IPTABLES restrictions or settings.
The tunnel handles all traffic mapping back and forth between the connected client and the server.
Firewall and other restrictions happen at router level, unless again you either have the Pi-hole/VPN device either in DMZ or simply directly connected to the internet with nothing in between OR you have this running on a VPS.
Even then, you concern should be to actually restrict port 53 for outside access.
Never the less, that is a discussion for another post.
What the above script does is simply maps the tunnel to the port and handles packet routing between the two subnets.
Nothing more nothing less. And that’s all that’s needed. No additional settings are required for it to work.