Hi,
I use with openvpn, an app to encrypt my dns queries outside the vpn and for vpn connection dns query.
This app is dnscrypt-proxy v2 from jedisct1 on Github.
It's full compatible with openvpn, and it will be very nice they work together.
I have created a [TUTO] for how to use simply this app.
You can find it here:
https://github.com/jedisct1/dnscrypt-proxy/wiki/[START]-Simple-windows-use-without-powershell
Regards