I have 2 Pixels, a 6a (son's) and 8a (mine) both running Graphene (20250806, which is current), and I was unable to get the official Dexcom app working on either. It would continually crash after login. I tried everything listed above (private DNS on/off, changed location/network settings to use Google servers instead of Graphene proxy, disabled exploit protection), all to no avail. I needed this for my son's diabetes camp else I would have bothered.
I did (finally) end up getting BYOD (Build Your Own Dexcom) working on version 1.6. I did need to completely disable my ad blocker and disable exploit protection, and the app did crash several times during setup (but always was able to proceed to the next step). So, as of today, that is still an option.
FWIW, both of us have been using xDrip for almost a decade (all the way back to the G4-receiver-tethered-to-the-phone days), and it has always run flawlessly on Graphene (or at least as long as we've been running on Graphene which is a few years now). I'd highly recommend xDrip over the Dexcom app, if your situation allows.