No. This is the interface on which the computer sees the device. It may or not mean that Pi-hole cannot reach them over eth0
, that depends entirely on how you configured this bridge exactly. I have never installed such a bridge myself.
Unfortunately: Same answer as above. Did it work before you installed the other things like openvpn
?
Your problem may be too specific so nobody can tell you what went wrong, but you may want to do the following: Create a new SD card, install Pi-hole first, check if it works, then install the other items one by one, check Pi-hole each time. This will allow you to limit who is causing the problems.
Try to use br0
as interface, it doesn't hurt, why would you want to restrict Pi-hole to eth0
? Maybe eth0
as interface doesn't work as usual with wlan-bridge
being installed. Otherwise, the devices shouldn't show up on br0
in ip neigh
Also the the Listen on all interfaces, permit all origins
option if this solves the problem. The "normal" Pi-hole installation does something very fancy: It detects if the devices are directly connected and permits DNS queries only in this case. This is to avoid becoming part of a DNS botnet when you forward port 53 from your router to your Pi-hole. Many users do this (mostly because they don't know any better) and hence this is a meaningful precaution.
I'm wondering if this bridge in between is interpreted as another hop. As the devices in your network are now two hops away (instead of one), Pi-hole cannot distinguish any more if they are from the Internet or your local network. Just an idea. Trying to help 
Also, how did you configure your clients to use the Pi-hole as DNS server? Did you configure your routers DHCP server to hand out the Pi-hole as DNS server? Or did you chose the Pi-hole internal DHCP server?
Run
sudo nmap -e eth0 --script broadcast-dhcp-discover
and also
sudo nmap -e br0 --script broadcast-dhcp-discover
and maybe also
sudo nmap -e wlan0 --script broadcast-dhcp-discover
and post the output here.