[lazyeye]

Often devices will have the DNS server hard-coded and never connect to the pihole DNS server. This is not just to avoid ad-blocking but to make the DNS more reliable and avoiding having lots of potential support issues around faulty DNS.

[encom]

I've never used pihole, but on any decent router you can intercept outgoing udp to port 53, and redirect it to a destination of your choosing. DNS-over-HTTP ruined that however.