chretsn Q: How likely is it that a leakage happens nevertheless, compared to the security that, let's say whonix, provides?
Not very likely, but not impossible. Always on VPN guarantees that all network traffic passed through VPN app (Orbot in this case). However if the VPN app has bugs it can leak some traffic outside the tunnel.
Note that some traffic is specifically routed outside VPN tunnel like Internet connectivity checks. This is by design to make captive portals work.
Whonix's goal is to prevent leaks, it was designed for that and is a better approach to use Tor if leaks are the main concern. Especially if using Whonix on Qubes OS.