F-secure VPN and PiHole

I have just finished setting up my PiHole, all good so far. The only problem being the VPN, turning it on bypasses the PiHole.
I think I’m right in saying you can’t change DNS with f-secure so I guess I’m just looking for other options.

the VPN creates a new network, so that new network has its own settings.

If you are running the VPN directly from the device then yes you can’t take advantage of pihole. However if you set up the VPN on the pi itself then you can have your whole network behind the VPN and using pinholes DNS blocking.

That is what I have on my network.

I am guessing that F-Secure will support OpenVPN then you should be golden.

Takes about 30 minutes to set up.

For a couple of devices I don’t want them behind the VPN or Pihole (reasons), in that case I point to my routers Gateway directly and we’ll it to ignore the default gateway (and dns gateway) that is the raspberry Pi.