Now I have found one other user which looks like have the same DNS leak by useing Wireguard against me by useing OpenVPN:
" I do have custom DNS settings configured, however I am also using the AR750 as a Wireguard client. My issue is that the device does not configure DNS correctly. My client devices always use the upstream devices DNS server."
Source: Wireguard client not honoring DNS setting [workaround discovered]