You can read about these additional config files that will be loaded/included on unbound startup, like for example that pi-hole.conf file, on the man page:
pi@ph5b:~ $ man unbound.conf
There must be whitespace between keywords. Attribute keywords end
with a colon ':'. An attribute is followed by a value, or its con‐
taining attributes in which case it is referred to as a clause.
Clauses can be repeated throughout the file (or included files) to
group attributes under the same clause.
Files can be included using the include: directive. It can appear
anywhere, it accepts a single file name as argument. Processing
continues as if the text from the included file was copied into the
config file at that point. If also using chroot, using full path
names for the included files works, relative pathnames for the in‐
cluded names work if the directory where the daemon is started
equals its chroot/working directory or is specified before the in‐
clude statement with directory: dir. Wildcards can be used to in‐
clude multiple files, see glob(7).
For a more structural include option, the include-toplevel: direc‐
tive can be used. This closes whatever clause is currently active
(if any) and forces the use of clauses in the included files and
right after this directive.