Setting VPN at the router, but whitelisting 1 application

[Cloaky]

Hello there folks,

I currently have a RT-AC68W running the latest version of Asus Merlin. As part of my network, I also have a RaspberryPi running Pi-Hole.

I have set-up a VPN at the router level, and my RaspberryPi is currently not going through it.

When I add the RaspberryPi to the client list, I see the requests on Pi-Hole, however the websites never load.

Any idea why this may be happening?

Thanks!