NextDNS doesn't work while iOS 15.5 Private Relay is ON

I have upgraded all my family devices to the latest iOS firmware 15.5 and as a result of this upgrade, all NextDNS filters stopped working. The fix I have applied so far is to turn off private relay from iCloud settings just to have NextDNS filters working as set up.

NextDNS Filters ON == iOS Private Relay OFF

Any clue how to have both services NextDNS & iOS Private Relay ON?