Hey everyone,
picking this thread back up just now as I did not manage to further investigate the issue earlier last weeks.
I can now confirm that the issue is/was due to my VPN configuration which I have set up directly in my Asus router. Once I deactivated the third party VPN, I can correctly use unbound and requests go out correctly with NOERROR.
I will now need to figure out how to properly setup a VPN where I can still use unbound and pihole together without issues since I am facing a few, but these should be rather in a separate thread.
Thank you all for your support with this.