If you are using android then the "Invizible Pro" app by Oleksandr Garmatin has Tor+VPN+DNSCRYPT+Firewall in it. It's FOSS so you can get it on FDroid or Github.

It allows per app, website, domain filtering with whitelist or blacklist functionality. You can modify what countries the Tor tunnel will route through and what start and end points to use if you want to avoid any of the 14 eyes countries or known data harvesters.

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Good to know! I run into this on desktop too though.

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.