This is harmless.
This error is just saying Pi-hole sent a query to Unbound, waited for a response, Unbound never answers the query back to Pi-hole and closes the connection.
This is an Unbound issue (already reported to unbound).
There is nothing Pi-hole can do about it. There is nothing you can do about it, unless unbound releases a fix.
You can read more about this issue here:
- UDP Error - #47 by Bucking_Horn (second paragraph and below);
- Two Pi-hole instances, One with "failed to send..." - #44 by DL6ER