Can you post the exact output? Otherwise I'd assume that your rules haven't been added.
Note that is you run the Pi-hole + VPN on your Raspberry at home (shielded behind a router) the entire firewall configuration is optional as you are already protected by the firewall of your router.
Good question! Unfortunately, I don't have an equally good answer
There are some port scanner websites out there which you could point to your public IP address and let them scan your router from the outside. That seems like the best you can do (easily).
I myself never used a firewall on a device inside my network at home. I trust my router's firewall and route only the few ports I need for my VPN connection to my Pi. Everything else (like DNS, HTTP, etc.) remains shielded from the outside.
I think im going to go with my router. Its provided by a big UK ISP (sky) so should be reliable.
I at the moment only have 1 port routed to my pi, that is for the VPN.
Thanks for your help, its opened my eyes a bit and made me a lot more confident in not using iptables!