Please follow the below template, it will help us to help you!
Expected Behaviour:
[Pi-Hole is installed on a Raspberry Pi 3 and working great for all devices in my network except for my Windows 10 machines. I have a laptop and a desktop running Windows 10, both using Chrome, and I would expect ads to be blocked from each. Both machines utilize PIA VPN and the desktop also uses Privoxy. Both machines also use Kaspersky anti-virus.]
Actual Behaviour:
[All devices other than these two W10 devices are having their ads blocked perfectly. On these two W10 machines ads are not being blocked... conditionally. Here are the different conditions:]
[1) PIA off, Privoxy off = Ads blocked as expected.
2) PIA on, Privoxy off = Ads not blocked.
3) PIA off, Privoxy on = Ads blocked as expected.
4) PIA on, Privoxy on = Ads blocked as expected.]
[Unfortunately, condition #2 is my preferred situation. Not the end of the world if I need to use Privoxy as well, just annoying on certain sites that think I'm in Switzerland and throw commerce stuff out of whack.]
You are correct, the pi-hole machine and software are working flawlessly. I just wasn't sure where best to ask this question so I figured I'd start with the pi-hole forums before moving elsewhere.
I did see that I could change the DNS servers inside PIA but, in my ignorance, I was concerned that would negate the reason for the VPN in the first place. Is my worry in that area unnecessary?
Just to be clear:
I am in no way an expert for your chosen VPN provider. In fact, I only learned about PIA through your post just now
Pi-Hole is not a full-blown DNS resolver - it is a filtering DNS-Proxy.
As such, Pi-hole doesn't resolve host names by itself, but rather forwards DNS queries to its configured upstream DNS servers - after assessing whether a query for a specific host should be blocked or not.
Given the information supplied in the PIA support link I posted above, you should be safe if you
set your Pi-hole as custom DNS server
configure Pi-hole to use the PIA DNS servers as upstream DNS servers
That way, your DNS traffic should be handled much in the same way as before.
You may want to confirm this with PIA support, though.
Caution:
Be aware this would only work if you use your PIA Windows devices on your home network exclusively.
It wouldn't work for a roaming device, e.g. a laptop that you would connect to different networks like a WLAN at work or a public cafe, since Pi-hole as custom DNS will only be available in your home network by default.
In a foreign network, such a roaming device would not be able to resolve hostnames anymore, and thus appear to be disconnected from the internet.
There are ways to overcome this, but they would imply setting up additional software, e.g. a VPN server in your home network. Pi-hole and Open-VPN Server has details on one such scenario, but any other VPN server should work as well should you want to go down that route.
Note that while similar in effect, employing a VPN server is different from using a VPN service (like PIA).
Your PIA VPN service provider may or may not offer additional configuration options that would allow you to access a custom DNS server like Pi-hole remotely.
Since this really is PIA specific, it would seem more promising to approach their support for help on this.
