It's likely not Pi-hole that is malfunctioning, it is your clients connecting via VPN that may either encounter difficulties accessing Pi-hole or ignore Pi-hole altogether.
You would normally push Pi-hole into your VPN as a DHCP option on the VPN server, but you'd have to consult your chosen VPN provider how to inject a local custom DNS server into your VPN, and whether that's possible at all.
If you would disclose what VPN service provider you are using (preferably in your topic's title), you'd improve your chances of attracting other users on this forum with similar relevant experiences.