Is OPT1 your PIA interface? Maybe try it with DNSSEC disabled and see if that makes any difference?
I don't use OpenVPN, but this might help:
https://www.privateinternetaccess.com/pages/client-support/pfsense
It doesn't seem like its DNSBL related, but you can use this trick to quickly bypass DNSBL while debugging this issue…
Disable Cron in the General Tab
Put a # in front of the "Server: include:" line in the Resolver and "Save/Apply"....
To reverse - remove the #, save and apply to re-enable DNSBL.
Configure the cron setting.
You could try to run a tcpdump command in pfSense to collect all DNS requests, and see whats getting blocked from those specific devices... See the details in the DNSBL Enable checkbox - blue info block icons.