Brilliant, brilliant, brilliant. I set up OpenVPN as per many online instruction and discovered my DNS queries were still going via my ISP. I couldn't work out why (maybe because I have a separate Pi Hole local DNS server set up that was still dealing with all LAN DNS requests - including my jail even with OpenVPN up and running). Anyway this guide fixed the issue. Resolv.conf now points to the VPN DNS server when OpenVPN is running and my local Pi Hole DNS server when down - exactly as I wanted. Thank you for this....