Yeah, all I could find was vague statements about the DNS server lookup order being “OS specific” and windows specifically being know for “not respecting DNS order”, see https://www.reddit.com/r/networking/comments/kb8hvt/dhcp_dns_server_order/
This is also supported by statements from pihole devs: https://www.reddit.com/r/pihole/comments/x2248t/is_it_worth_creating_a_second_pihole_dns_server/ And: https://discourse.pi-hole.net/t/primary-vs-secondary-dns/1536/4
And then there are the hundreds of similar questions which one could take as “evidence by quantity” or whatever.
Same setup as you, fan and NVMe and I can play 720-1080p video without any issues from all of the streaming platforms I’ve tried so far as well as local files. Also streaming 1080p 60Hz gameplay from my gaming setup over LAN with no problems.