Hi,
I've run into this problem as well on MacOS but DNS leak protection is enabled by default and doesn't seem to be something I can toggle off. I've tried to set my DNS in the DNS settings of MacOS, but it doesn't override the PIA application.
"This can be enabled and disabled in the Windows application, while it is enabled by default on our macOS application."
(look under the DNS leak protection section)
Is there another solution possibly?