When you connect to a VPN, use a proxy or any method to hide your IP address you should always check if your DNS is not leaking. If your DNS is leaking then your real IP is compromised.
To test your DNS go to dnsleaktest.com and run the extended test.
If your ISP’s info shows up in the list then you have a leak! To solve the issue follow the steps from here: https://dnsleaktest.com/how-to-fix-a-dns-leak.html