Good to know! I run into this on desktop too though.
Discussion
I'm not sure if there is anything easy to use with that functionality on desktop.
Running an RPI with PiVPN (or Tailscale, Wireguard, Nebula, etc) and use Adguard Home (or Pihole) to run a recursive DNS resolver. I'm unsure about running through TOR after that unfortunately.
If you use Linux, Unraid or Docker you can do a lot of that without an RPI.