Using VPN client = make AdGuard DNS or PiHole useless ?

Using Asus RT-AX86U pro, Operation Mode: Wireless router, stock Firmware Version: 3.0.0.6.102_34349. The router is configured with a VPN Fusion profile using a Surfshark VPN account. Wired or Wireless clients could use successfully the VPN profile. But ads are not blocked.

I have tried to set the WAN DNS servers to use Adguard DNS: 94.140.14.14 and 94.140.15.15. But the ads are not blocked. I also have a PiHole server, running in a VM. Using the Asus FAQ How to configure router to use...

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