First off, I have all three running (it’s an OCD thing) at the same time with default settings and so far, no observable issues (Slate7). That in and of itself should tell me to leave well enough alone. I get an all green connection check on the Mullvad site, no DNS leaks and no webrtc leaks. I have Adguard Home enabled with whatever settings are the default and ads are being blocked according to the Adguard dashboard. I also have Tailscale enabled with my being able to connect remotely to my Mint 22.2 media server.
If that is all I have to do, then I must say that it all works (OOTB) pretty slick. So what, of the three programs is handling the DNS?