Setting up the PiHole device as a DNS server & DHCP server still won’t make all traffic flow through it, you need it to be a gateway for all traffic that isn’t destined for an internal subnet.
To do that, you’ll need to set up your device as a router, with the necessary entries in iproute2 and iptables in order to keep lock out external connections without conntracks. You might be able to route to a turnkey container of some kind.
Are you trying to route your DNS queries through your VPN device or all of your traffic?
Just your DNS queries is easy, set up the VPN as the default route for the device (using netplan or iproute2), then all queries from PiHole will go via that.
All traffic is a bit harder, unless your PiHole device is the only thing between your regular devices and the internet.
Do you just care about privacy, or is it your primary focus?
There are Linux distros like Tails which will be very hard to use day to day, but if you are laser focused on privacy, it’s between that and CubesOS (not Linux).
Most Linux distros will give you reasonable privacy from an OS standpoint, from there it’s up to you to have good practices with your data.
Even if they don’t, buying this game still goes in to lining JKRs pockets, something she has explicitly considered as validation of her beliefs.
The makers of the movies, and the publishers of the books also probably didn’t all have anti-trans views, but they don’t have to for JKR to use them to cause harm.
I get it, the devs of a good game don’t deserve to be attached to her, but you’ve got to draw the line somewhere and this is where I’ve chosen to draw mine.
Sure, but that’s not necessarily a bad thing; if the Linux version is missing useful output that would be bad, but if the DX to Vulkan translation ironed out a performance regression, or the scheduler works better in this scenario, or filesystem access had issues with NTFS it could also cause performance differences in Linux favour.