You're using an external service that is doing additional filtering.
There is no response back from 1.1.1.3 for that domain. Your Windows client gets that lack of response and tries again with the local .lan appended:
That is indeed NXDOMAIN, since it doesn't exist.
Look at the server that answered your dig. It's neither Pi-hole nor 1.1.1.3.
It's the same situation for southwest, 1.1.1.3 isn't giving any IP back for the query.