Hi mate,
Have you considered using unbound by any chance?
You could write a script to take NextDNS blocklist’s + individual additions and then put them in Pihole.
This would mean you have a local recursive DNS resolver instead of having to go out to NextDNS (you would only go out to root servers if it’s not stored)
My understanding is you would have your Pi-hole cache and unbound cache. I’m sure mired advanced users could advise on whether the cache size needs changing for larger networks