Maybe some pointers here from the official Pihole OpenVPN howto:
Since many user have asked how to setup a VPN server on their Pi-hole in order to be able to use their Pi-holes from mobile, we have extended our OpenVPN wiki considerably. It provides step-by-step instructions for many topics raised on this platform in the past:
How to set up an OpenVPN server on the same device that is running Pi-hole?
How do I set up my client devices to connect to it?
How can I ensure that only DNS requests go through the VPN tunnel, but not my regular traffic?
How to prop…
You did not mention who's doing the openVPN server bit.
And yeah what @James_Horn said, make sure the clients use only Pi-hole for DNS resolution and no secondary DNS configured!
Some pointers and diagnostic tools here:
Whats outcome on Pi-hole for:
sudo netstat -nltup | grep "Proto\|:53 "
Whats outcome on a Windows client PC for:
ipconfig /all
*Am only interested in the DNS and DHCP bits.
Or if on a Linux client PC:
cat /etc/resolv.conf
And on a Windows or Linux client:
nslookup pi.hole
And:
nslookup pi.hole <IP_ADDRESS_OF_PIHOLE>
And this bit:
https://discourse.pi-hole.net/t/why-should-pi-hole-be-my-only-dns-server/3376