It depends on what you wish to achieve/obfuscate.
Using the Firmware's inbuilt DNS DoT, then you can securely encrypt/hide ALL of your LAN Clients DNS queries irrespective if they use the VPN tunnel or WAN, i.e. neither your ISP or VPN provider should be able to see the DNS requests.
Installing unbound as your own recursive DNS, you can either force your VPN LAN clients to only use the VPN ISP's DNS servers (Accept DNS Configuration=EXCLUSIVE) or allow ANY LAN client to experience potentially faster DNS lookups via unbound.
NOTE: unbound DNS requests are secure but (currently pending ADoT) not encrypted, however with care, for basic obfuscation, you can configure unbound to send all of its Root DNS requests outbound via the VPN tunnel - but this will invariably be slower.
If you are concerned that either your ISP or VPN ISP can (based on your browsing habits) easily create a saleable advertisers target profile, then unbound is a good decision, but even if you do install unbound as your own private recursive DNS, then be aware, theoretically your ISP (using packet-sniffing) could still create a profitable advertisers profile.
YMMV.