Certain websites do not load, but load under a VPN connection? DNS settings?

Legend! Thanks so much for taking the time to guide me through to the problem. The only other things I’d ask is:

  1. Why do the other machines (Windows based) not have an issue? (i.e. they can connect without vpn no problems, connecting to the same router)

  2. Can you point me to anywhere that can explain how to setup a local dns cache?