Hi all,
I don't actually work with Cloud, but I know DNS and can explain what happens. At home you're using your local router for DNS. It provides authoritative answers for your own local names, and does recursion (to fetch names) for zones it does not host.
Then you connect to Cloud with your OpenVPN Connect client, and Cloud pushes its own nameservers to you. It won't have any way to know your local DNS names unless that is configured.
I think the way to configure that is
https://example.openvpn.com/settings/dns at the "Advanced Configuration" section, and add a DNS zone. Then the OpenVPN Cloud nameserver would know to consult your local nameserver for your local zones' names.
Note that would also require some routing or NAT configuration on your connector. I don't know how easy it is. Someone can try it out and let us know?
I will figure it out eventually, the problem being what I said at first, not working with Cloud. 🙂
regards, rob0