000000 whenever you use the private DNS option with any DNS server, it takes precedent over your VPN/Orbit connection and your phone will always send DNS queries to the PRIVATE DNS server (you have selected) without using the VPN/Tor tunnel. If you want to send your DNS queries through your VPN/Tor, don't use the private DNS option.
That being said, wait for a second opinion as I am nothing but another DUMB newbie here.