Check your Win 10 DNS settings.
if they look something like this
ISP DNS Server 1
ISP DNS Server 2
VPN DNS Server 1
VPN DNS Server 2
This maybe cause issues. The DNS standard says at if the first server in the list cannot resolve try the next. Which would indicate that the above settings should in fact work. However many consumer ISPs are greedy and have intentionally improperly implemented DNS. Instead of returning a nxdomain for lookups they cannot resolve they instead return the IP address of whatever search engine they have a contract with so that they get paid for the hit.
An easy way to check if this is what is causing your issue is to do an nslookup on the Win10 for a domain that should not be publicly resolvable such as mydomain.local. If you get an response other than a nxdomain response then this is most likely your issue.
To resolve this issue you can either change the local systems DNS so that it uses a provider that correctly implements DNS such as Quad9, Level3, Google, and CloudFlare or you would have to configure the VPN client to either reorder or override the DNS server setting upon establishing a connection.