Yeah sure, below is from starting unbound after removing upstream in Pi-hole settings:
pi@ph5b:~ $ sudo service unbound stop
pi@ph5b:~ $
pi@ph5b:~ $ sudo /usr/sbin/unbound -ddd -vvv -c /etc/unbound/unbound.conf
[1622048033] unbound[883:0] notice: Start of unbound 1.9.0.
[1622048033] unbound[883:0] debug: chdir to /etc/unbound
[1622048033] unbound[883:0] debug: drop user privileges, run as unbound
[1622048033] unbound[883:0] debug: switching log to stderr
[1622048033] unbound[883:0] debug: module config: "subnetcache validator iterator"
[1622048033] unbound[883:0] notice: init module 0: subnet
[1622048033] unbound[883:0] debug: subnet: option registered (8)
[1622048033] unbound[883:0] notice: init module 1: validator
[1622048033] unbound[883:0] notice: init module 2: iterator
[1622048033] unbound[883:0] debug: target fetch policy for level 0 is 3
[1622048033] unbound[883:0] debug: target fetch policy for level 1 is 2
[1622048033] unbound[883:0] debug: target fetch policy for level 2 is 1
[1622048033] unbound[883:0] debug: target fetch policy for level 3 is 0
[1622048033] unbound[883:0] debug: target fetch policy for level 4 is 0
[1622048034] unbound[883:0] debug: cache memory msg=33040 rrset=33040 infra=3916 val=33196 subnet=41372
[1622048034] unbound[883:0] info: start of service (unbound 1.9.0).
Results for the one dig only (successive queries are pulled from unbound cache!):
pi@ph5b:~ $ dig @localhost -p 5335 a www.instagram.com.
; <<>> DiG 9.11.5-P4-5.1+deb10u5-Raspbian <<>> @localhost -p 5335 a www.instagram.com.
; (2 servers found)
;; global options: +cmd
;; Got answer:
;; ->>HEADER<<- opcode: QUERY, status: NOERROR, id: 58754
;; flags: qr rd ra; QUERY: 1, ANSWER: 2, AUTHORITY: 0, ADDITIONAL: 1
;; OPT PSEUDOSECTION:
; EDNS: version: 0, flags:; udp: 1472
;; QUESTION SECTION:
;www.instagram.com.             IN      A
;; ANSWER SECTION:
www.instagram.com.      3600    IN      CNAME   z-p42-instagram.c10r.facebook.com.
z-p42-instagram.c10r.facebook.com. 60 IN A      69.171.250.174
;; Query time: 351 msec
;; SERVER: 127.0.0.1#5335(127.0.0.1)
;; WHEN: Wed May 26 18:54:58 CEST 2021
;; MSG SIZE  rcvd: 106
Below the logs that resulted from that one dig query:
https://pastebin.com/Unrhz2xL
I suspect that one of the authoritative name servers isn't cooperating or some filtering/mangling going on upstream.
The way it works, unbound will ask the root servers first who is authoritative for the net. domain.
The root servers/hints are stored in that file I mentioned earlier and are loaded into unbound cache at startup:
pi@ph5b:~ $ cat /usr/share/dns/root.hints
;       This file holds the information on root name servers needed to
;       initialize cache of Internet domain name servers
;       (e.g. reference this file in the "cache  .  <file>"
;       configuration file of BIND domain name servers).
;
;       This file is made available by InterNIC
;       under anonymous FTP as
;           file                /domain/named.cache
;           on server           FTP.INTERNIC.NET
;       -OR-                    RS.INTERNIC.NET
;
;       last update:     March 13, 2019
;       related version of root zone:     2019031302
;
; FORMERLY NS.INTERNIC.NET
;
.                        3600000      NS    A.ROOT-SERVERS.NET.
A.ROOT-SERVERS.NET.      3600000      A     198.41.0.4
A.ROOT-SERVERS.NET.      3600000      AAAA  2001:503:ba3e::2:30
;
; FORMERLY NS1.ISI.EDU
;
.                        3600000      NS    B.ROOT-SERVERS.NET.
B.ROOT-SERVERS.NET.      3600000      A     199.9.14.201
B.ROOT-SERVERS.NET.      3600000      AAAA  2001:500:200::b
;
; FORMERLY C.PSI.NET
;
.                        3600000      NS    C.ROOT-SERVERS.NET.
C.ROOT-SERVERS.NET.      3600000      A     192.33.4.12
C.ROOT-SERVERS.NET.      3600000      AAAA  2001:500:2::c
;
; FORMERLY TERP.UMD.EDU
;
.                        3600000      NS    D.ROOT-SERVERS.NET.
D.ROOT-SERVERS.NET.      3600000      A     199.7.91.13
D.ROOT-SERVERS.NET.      3600000      AAAA  2001:500:2d::d
;
; FORMERLY NS.NASA.GOV
;
.                        3600000      NS    E.ROOT-SERVERS.NET.
E.ROOT-SERVERS.NET.      3600000      A     192.203.230.10
E.ROOT-SERVERS.NET.      3600000      AAAA  2001:500:a8::e
;
; FORMERLY NS.ISC.ORG
;
.                        3600000      NS    F.ROOT-SERVERS.NET.
F.ROOT-SERVERS.NET.      3600000      A     192.5.5.241
F.ROOT-SERVERS.NET.      3600000      AAAA  2001:500:2f::f
;
; FORMERLY NS.NIC.DDN.MIL
;
.                        3600000      NS    G.ROOT-SERVERS.NET.
G.ROOT-SERVERS.NET.      3600000      A     192.112.36.4
G.ROOT-SERVERS.NET.      3600000      AAAA  2001:500:12::d0d
;
; FORMERLY AOS.ARL.ARMY.MIL
;
.                        3600000      NS    H.ROOT-SERVERS.NET.
H.ROOT-SERVERS.NET.      3600000      A     198.97.190.53
H.ROOT-SERVERS.NET.      3600000      AAAA  2001:500:1::53
;
; FORMERLY NIC.NORDU.NET
;
.                        3600000      NS    I.ROOT-SERVERS.NET.
I.ROOT-SERVERS.NET.      3600000      A     192.36.148.17
I.ROOT-SERVERS.NET.      3600000      AAAA  2001:7fe::53
;
; OPERATED BY VERISIGN, INC.
;
.                        3600000      NS    J.ROOT-SERVERS.NET.
J.ROOT-SERVERS.NET.      3600000      A     192.58.128.30
J.ROOT-SERVERS.NET.      3600000      AAAA  2001:503:c27::2:30
;
; OPERATED BY RIPE NCC
;
.                        3600000      NS    K.ROOT-SERVERS.NET.
K.ROOT-SERVERS.NET.      3600000      A     193.0.14.129
K.ROOT-SERVERS.NET.      3600000      AAAA  2001:7fd::1
;
; OPERATED BY ICANN
;
.                        3600000      NS    L.ROOT-SERVERS.NET.
L.ROOT-SERVERS.NET.      3600000      A     199.7.83.42
L.ROOT-SERVERS.NET.      3600000      AAAA  2001:500:9f::42
;
; OPERATED BY WIDE
;
.                        3600000      NS    M.ROOT-SERVERS.NET.
M.ROOT-SERVERS.NET.      3600000      A     202.12.27.33
M.ROOT-SERVERS.NET.      3600000      AAAA  2001:dc3::35
You can see in my logs, the first query "sending query: . NS IN"
is sent to "sending to target: <.> 192.203.230.10#53"
which is the  E.ROOT-SERVERS.NET. server listed in the root.hints file above.
This translates with dig into below:
pi@ph5b:~ $ dig +norecurse @192.203.230.10 ns .
; <<>> DiG 9.11.5-P4-5.1+deb10u5-Raspbian <<>> +norecurse @192.203.230.10 ns .
; (1 server found)
;; global options: +cmd
;; Got answer:
;; ->>HEADER<<- opcode: QUERY, status: NOERROR, id: 55983
;; flags: qr aa; QUERY: 1, ANSWER: 13, AUTHORITY: 0, ADDITIONAL: 27
;; OPT PSEUDOSECTION:
; EDNS: version: 0, flags:; udp: 4096
;; QUESTION SECTION:
;.                              IN      NS
;; ANSWER SECTION:
.                       518400  IN      NS      a.root-servers.net.
.                       518400  IN      NS      b.root-servers.net.
.                       518400  IN      NS      c.root-servers.net.
.                       518400  IN      NS      d.root-servers.net.
.                       518400  IN      NS      e.root-servers.net.
.                       518400  IN      NS      f.root-servers.net.
.                       518400  IN      NS      g.root-servers.net.
.                       518400  IN      NS      h.root-servers.net.
.                       518400  IN      NS      i.root-servers.net.
.                       518400  IN      NS      j.root-servers.net.
.                       518400  IN      NS      k.root-servers.net.
.                       518400  IN      NS      l.root-servers.net.
.                       518400  IN      NS      m.root-servers.net.
;; ADDITIONAL SECTION:
a.root-servers.net.     518400  IN      A       198.41.0.4
b.root-servers.net.     518400  IN      A       199.9.14.201
c.root-servers.net.     518400  IN      A       192.33.4.12
d.root-servers.net.     518400  IN      A       199.7.91.13
e.root-servers.net.     518400  IN      A       192.203.230.10
f.root-servers.net.     518400  IN      A       192.5.5.241
g.root-servers.net.     518400  IN      A       192.112.36.4
h.root-servers.net.     518400  IN      A       198.97.190.53
i.root-servers.net.     518400  IN      A       192.36.148.17
j.root-servers.net.     518400  IN      A       192.58.128.30
k.root-servers.net.     518400  IN      A       193.0.14.129
l.root-servers.net.     518400  IN      A       199.7.83.42
m.root-servers.net.     518400  IN      A       202.12.27.33
a.root-servers.net.     518400  IN      AAAA    2001:503:ba3e::2:30
b.root-servers.net.     518400  IN      AAAA    2001:500:200::b
c.root-servers.net.     518400  IN      AAAA    2001:500:2::c
d.root-servers.net.     518400  IN      AAAA    2001:500:2d::d
e.root-servers.net.     518400  IN      AAAA    2001:500:a8::e
f.root-servers.net.     518400  IN      AAAA    2001:500:2f::f
g.root-servers.net.     518400  IN      AAAA    2001:500:12::d0d
h.root-servers.net.     518400  IN      AAAA    2001:500:1::53
i.root-servers.net.     518400  IN      AAAA    2001:7fe::53
j.root-servers.net.     518400  IN      AAAA    2001:503:c27::2:30
k.root-servers.net.     518400  IN      AAAA    2001:7fd::1
l.root-servers.net.     518400  IN      AAAA    2001:500:9f::42
m.root-servers.net.     518400  IN      AAAA    2001:dc3::35
;; Query time: 16 msec
;; SERVER: 192.203.230.10#53(192.203.230.10)
;; WHEN: Wed May 26 19:26:41 CEST 2021
;; MSG SIZE  rcvd: 811
These root-servers are from now on used every time (until TTL expires) to look up records for TLD domains like for example the com. TLD.
The next query unbound does "sending query: com. A IN" to "sending to target: <.> 199.9.14.201#53", which is the b.root-servers.net. server from above query, is to ask who is authoritative for the com. domain:
pi@ph5b:~ $ dig +norecurse @199.9.14.201 a com.
;; BADCOOKIE, retrying.
; <<>> DiG 9.11.5-P4-5.1+deb10u5-Raspbian <<>> +norecurse @199.9.14.201 a com.
; (1 server found)
;; global options: +cmd
;; Got answer:
;; ->>HEADER<<- opcode: QUERY, status: NOERROR, id: 35662
;; flags: qr; QUERY: 1, ANSWER: 0, AUTHORITY: 13, ADDITIONAL: 27
;; OPT PSEUDOSECTION:
; EDNS: version: 0, flags:; udp: 1232
; COOKIE: cd34f7efbe1ad48b0100000060ae8679c376b4bffb33117a (good)
;; QUESTION SECTION:
;com.                           IN      A
;; AUTHORITY SECTION:
com.                    172800  IN      NS      a.gtld-servers.net.
com.                    172800  IN      NS      b.gtld-servers.net.
com.                    172800  IN      NS      c.gtld-servers.net.
com.                    172800  IN      NS      d.gtld-servers.net.
com.                    172800  IN      NS      e.gtld-servers.net.
com.                    172800  IN      NS      f.gtld-servers.net.
com.                    172800  IN      NS      g.gtld-servers.net.
com.                    172800  IN      NS      h.gtld-servers.net.
com.                    172800  IN      NS      i.gtld-servers.net.
com.                    172800  IN      NS      j.gtld-servers.net.
com.                    172800  IN      NS      k.gtld-servers.net.
com.                    172800  IN      NS      l.gtld-servers.net.
com.                    172800  IN      NS      m.gtld-servers.net.
;; ADDITIONAL SECTION:
a.gtld-servers.net.     172800  IN      A       192.5.6.30
a.gtld-servers.net.     172800  IN      AAAA    2001:503:a83e::2:30
b.gtld-servers.net.     172800  IN      A       192.33.14.30
b.gtld-servers.net.     172800  IN      AAAA    2001:503:231d::2:30
c.gtld-servers.net.     172800  IN      A       192.26.92.30
c.gtld-servers.net.     172800  IN      AAAA    2001:503:83eb::30
d.gtld-servers.net.     172800  IN      A       192.31.80.30
d.gtld-servers.net.     172800  IN      AAAA    2001:500:856e::30
e.gtld-servers.net.     172800  IN      A       192.12.94.30
e.gtld-servers.net.     172800  IN      AAAA    2001:502:1ca1::30
f.gtld-servers.net.     172800  IN      A       192.35.51.30
f.gtld-servers.net.     172800  IN      AAAA    2001:503:d414::30
g.gtld-servers.net.     172800  IN      A       192.42.93.30
g.gtld-servers.net.     172800  IN      AAAA    2001:503:eea3::30
h.gtld-servers.net.     172800  IN      A       192.54.112.30
h.gtld-servers.net.     172800  IN      AAAA    2001:502:8cc::30
i.gtld-servers.net.     172800  IN      A       192.43.172.30
i.gtld-servers.net.     172800  IN      AAAA    2001:503:39c1::30
j.gtld-servers.net.     172800  IN      A       192.48.79.30
j.gtld-servers.net.     172800  IN      AAAA    2001:502:7094::30
k.gtld-servers.net.     172800  IN      A       192.52.178.30
k.gtld-servers.net.     172800  IN      AAAA    2001:503:d2d::30
l.gtld-servers.net.     172800  IN      A       192.41.162.30
l.gtld-servers.net.     172800  IN      AAAA    2001:500:d937::30
m.gtld-servers.net.     172800  IN      A       192.55.83.30
m.gtld-servers.net.     172800  IN      AAAA    2001:501:b1f9::30
;; Query time: 12 msec
;; SERVER: 199.9.14.201#53(199.9.14.201)
;; WHEN: Wed May 26 19:33:46 CEST 2021
;; MSG SIZE  rcvd: 856
The next query "sending query: instagram.com. A IN" to "sending to target: <com.> 192.54.112.30#53" (one of the IP's from above query) is to ask who is authoritative for instagram.com.:
pi@ph5b:~ $ dig +norecurse @192.54.112.30 a instagram.com.
; <<>> DiG 9.11.5-P4-5.1+deb10u5-Raspbian <<>> +norecurse @192.54.112.30 a instagram.com.
; (1 server found)
;; global options: +cmd
;; Got answer:
;; ->>HEADER<<- opcode: QUERY, status: NOERROR, id: 57896
;; flags: qr; QUERY: 1, ANSWER: 0, AUTHORITY: 4, ADDITIONAL: 2
;; OPT PSEUDOSECTION:
; EDNS: version: 0, flags:; udp: 4096
;; QUESTION SECTION:
;instagram.com.                 IN      A
;; AUTHORITY SECTION:
instagram.com.          172800  IN      NS      ns-384.awsdns-48.com.
instagram.com.          172800  IN      NS      ns-868.awsdns-44.net.
instagram.com.          172800  IN      NS      ns-1349.awsdns-40.org.
instagram.com.          172800  IN      NS      ns-2016.awsdns-60.co.uk.
;; ADDITIONAL SECTION:
ns-384.awsdns-48.com.   172800  IN      A       205.251.193.128
;; Query time: 17 msec
;; SERVER: 192.54.112.30#53(192.54.112.30)
;; WHEN: Wed May 26 19:37:40 CEST 2021
;; MSG SIZE  rcvd: 195
Next, you would expect to get an answer with "sending query: www.instagram.com. A IN" to "sending to target: <instagram.com.> 205.251.193.128#53" (IP from above query):
pi@ph5b:~ $ dig +norecurse @205.251.193.128 a www.instagram.com.
; <<>> DiG 9.11.5-P4-5.1+deb10u5-Raspbian <<>> +norecurse @205.251.193.128 a www.instagram.com.
; (1 server found)
;; global options: +cmd
;; Got answer:
;; ->>HEADER<<- opcode: QUERY, status: NOERROR, id: 29610
;; flags: qr aa; QUERY: 1, ANSWER: 1, AUTHORITY: 4, ADDITIONAL: 1
;; OPT PSEUDOSECTION:
; EDNS: version: 0, flags:; udp: 4096
;; QUESTION SECTION:
;www.instagram.com.             IN      A
;; ANSWER SECTION:
www.instagram.com.      3600    IN      CNAME   z-p42-instagram.c10r.facebook.com.
;; AUTHORITY SECTION:
instagram.com.          172800  IN      NS      ns-1349.awsdns-40.org.
instagram.com.          172800  IN      NS      ns-2016.awsdns-60.co.uk.
instagram.com.          172800  IN      NS      ns-384.awsdns-48.com.
instagram.com.          172800  IN      NS      ns-868.awsdns-44.net.
;; Query time: 43 msec
;; SERVER: 205.251.193.128#53(205.251.193.128)
;; WHEN: Wed May 26 19:41:48 CEST 2021
;; MSG SIZE  rcvd: 227
But no, the bloody answer is a CNAME record "z-p42-instagram.c10r.facebook.com." that needs to be iterated/recursed into the same way as the www.instagram.com. domain.
Meaning start all over again and ask the root servers for the com. domain, next for facebook.com., next c10r.facebook.com. etc).
Same for follow up queries for authoritative name servers with only a name and no A records included.
Tedious to say the least 
I'll follow up once I have a little bit more time to investigate.
Also I need to figure out what REFERRAL means in the logs.
Until then, good luck exploring your recursive DNS server 
Ps. you can circumvent those troubled domains being forwarded to unbound upstream with pihole-FTL:
sudo nano /etc/dnsmasq.d/99-forward-zone.conf
Containing:
server=/instagram.com/www.instagram.com/1.1.1.1
server=/instagram.com/www.instagram.com/8.8.8.8
server=/instagram.com/www.instagram.com/9.9.9.9
Check syntax:
pihole-FTL --test
And apply:
sudo service pihole-FTL reload
If you check the Pi-hole logs, you'll see those servers will be addressed instead of unbound (if configured unbound upstream):
pihole -t