Nowadays is very common to see VPNs with ad-blocking features. Usually these VPNs rely on their own DNS servers to block trackers and ad-blockers.
But what it’s difficult to find is if is possible to customize the DNS, in order to bypass certain domains from being blocked. I know Adguard VPN and Windscribe have that option, but do you know any other VPNs that allows you do the same?
Personally, I use a wireguard based VPN paired with AdGuard and pointing to NextDNS. It’s severed my purposes well. NextDNS is my preference but you can point to any upstream service in regard to customization. I wanna say they still DNSCrypt as a protocol choice, along with the more common DoT, DoQ and DoH3
Edit: The VPN being ProtonVPN
Edit2: To be honest, I’m not sure the VPN choice is roadblock if I’m understanding your post correctly. Similar setups could be configured with all protocols commonly used by service providers. Your bottleneck is more or less needing to subvert the VPN, so to speak. The reason AdGuard is the most common choice is because as far as I’m aware it is the most user friendly tool for enabling encrypted DNS on most hardware, but those queries being sent over HTTPS could otherwise be described as a DNS leak. While, AdGuard does a good job the process itself is sending said queries to a server other than your VPN provider and outside their control (but still remaining encrypted and enveloped within your VPN tunnel as would any other HTTPS request). AdGuard is in the literal sense a proxy, acting on behalf of systemwide DNS and serving the results locally to the system. The surface safety and privacy concern is you’ve gone from needing to trust your banking details and myriad of other intimate secrets from one party to two.
Adguard isn’t the only way to accomplish this however, it’s a lot of moving pieces I’m not personally familiar enough with to roll my own. Some people do this via docker, but other than being well versed in how it all should work together, I’d recommend just using AdGuard or a similar proxy application to accomplish this.