I'm using Yoga DNS as the client on my Win10 boxes, pointing to NextDNS over HTTPS.   Both VPN Unlimited and Windscribe Free work okay with that.   Windscribe does bark that something isn't optimal but it works fine.    

I run my own VPN using Self-Hosted OpenVPN AS version 2.10.1 and tunnel NextDNS through it.

There are several options, yes. 

Viscosity works on Mac and Windows, while Passepartout works on Mac and iOS…

https://help.nextdns.io/t/60hgxn7/guide-using-openvpn-nextdns-together-on-mac-ios

I'm using the NextDNS provided application on Windows 11. It appears to be working for me, I think. I am using ProtonVPN (wireguard protocol).

I came across this Github issues post: https://github.com/nextdns/nextdns/issues/431

It appears that nextdns closed the issue stating that the "next revision of Windows" would resolve the issue.

If I sign into my.nextdns.io prior to connecting to my VPN, it states "the devices is using nextdns...". As soon as I connect to my VPN, it switches to stating that I am using the DNS servers of my VPN provider. However, checking from https://ipleak.net both before and after it reports the same DNS servers.

If I run nslookup from Windows, I can see that after I connect it is not using nextdns.

HOWEVER, if I disable then enable from the nextdns client it reverts back to using nextdns servers while I am still connected to my VPN.  While it's disabled, DNS is broken entirely on my system until I re-enable the nextdns client.

No VPN:

nslookup google.com
Server: dns1.nextdns.io

After initial connection to VPN:

nslookup google.com
Server:  UnKnown
Address:  10.2.0.1

After toggling disable/enable of nextdns client from Windows, while still connected to VPN:

nslookup google.com
Server: dns1.nextdns.io

Hopefully this is something that the @nextdns team can work on.

As for macOS, it seems to be working just fine with the nextdns client and ProtonVPN running at the same time.

I got mine to work with ProtonVPN by using the NextDNS app on my PC.