It is apparent your not using 3rd party dns with your vpn but actually using mullvads dns filter solution, so doubt it is a leak issue. It more than likely means their filter is not that great just like most of them, have yet to see any block 100% of things on the net. Although when one chooses to use a tool as such, they expect it to block most.
I use a vpn on both phone and computer but run standard dns, as i do not surf on my phone and have ublock on the computer. As you noticed, ublock hardened will block most crud, and i do not go to domains of subjects i prefer to not view. If this is to provide a family environment, i would suggest looking into a dns filter subscription of some sort for the network.
Wish i could have been more help on this subject, but as you stated in your OP, you can search high n dry for solutions to this and its bare bones on the answers.