Hey Mcat12,
so finally I got it working. I had to re-execute the installation script couple of times, until it reached the end.
Now it works. However, the setup that a user posted here doesn't work for me.
Every time, I follow this user's guide, I get an DNS_PROBE_FINISHED_NO_INTERNET error.
I took some screenshots of my config on my pfSense and my Pihole that you can see here: https://picload.org/view/dogggoii/1.jpg.html
When I set these settings, my Chrome browser gives me an ERR_NETWORK_CHANGED and afterwards a DNS_PROBE_FINISHED_NO_INTERNET error.
What I found out is that the "problem" already starts with changing the DNS server under General Config: If I have my initial values set and only change the DNS server from 1.1.1.1 to my 192.168.1.114, I get this DNS_PROBE_FINISHED_NO_INTERNET error. However, I can access websites via their single IP, this works. But something like vimeo.com doesn't work.
After lots of try & error, I found a solution. This config now seems to work and blocks adds (using Edge browser):
System > General Setup > DNS Server Settings > DNS servers: 1.1.1.1 (gateway: none; nothing else changed)
Services > DNS Forwarder > Disabled
Services > DNS Resolver > General Settings > Enabled
Services > DHCP Server > Enabled
Services > DHCP Server > Servers > DNS servers: 192.168.1.114 (Pihole IP)
This does the trick, somehow.
I don't know if this config makes sense because now I have two DNS resolvers working on the network. But the funny thing is: when I turn off the Pi, my Internet connection is gone.
How do you think about this?