Streaming devices may not be only using their common domain names (i.e., netflix.com, amazon.com, etc.).
For Netflix and Amazon Prime, I also see nflxso.net, nflximg.com, nflxvideo.net, amazonvideo.com, pv-cdn.net, akamaihd.net, aiv-delivery.net and their subdomains in my AdGuardHome query log.
Maybe you can put your streaming devices on the Guest wifi and configure it not to go through VPN.
I mainly use whatismyipaddress.com or whatismyip.com to check if VPN is working, not any of VPN provider websites.
I do not work for and I am not directly associated with GL.iNet