If you are experiencing slow DNS lookups with a Windows 10/11 VPN client, you should consider moving the VPN's TCP/IP interface metric lower to supercede local lookups. 

To modify:

Start
Type Control Panel and select it in the menu.
Make sure you are viewing "small icons" with the setting at top right of the window.
Double-click Network and Sharing Center
Select Change Adapter Settings at the left of the window.
Right click the VPN connection you wish to modify and select Properties

Select the Networking tab.
Double click Internet Protocol Version 4 (TCP/IPv4)
Select Advanced
Uncheck Automatic Metric and change the metric to a lower number, we typically use 10. 
Move this value lower if you continue to have issues. Note that you will need to disconnect and reconnect after making this change.