DNS_PROBE_FINISHED_NXDOMAIN with PiHoleDNS

Hello,
I have set up a Tunnel to expose a few apps to my colleagues, but I’m getting DNS_PROBE_FINISHED_NXDOMAIN or DNS_PROBE_POSSIBLE.

The tunnel status is listed as healthy in the Zero Trust Dashboard, but if I use our local PiHole DNS I can’t access any of the domains even tough my upstream DNS is Cloudflare.
My WAN DNS in our Asus Router is also set to cloudflare.

Not sure where to start checking for solutions.