Thanks Matt, I just noticed this morning that there are two areas for the iCloud Private Relay on my Mac. 1. In System Preferences>Apple ID>Private Relay and 2. System Preferences>Network>Wi-Fi>Use iCloud Private Relay.
Disabling the "Private Relay" in the System Preferences>Apple ID allows my VPN to secure my IP address with no DNS leaks. And, the W-Fi setting "Use iCloud Private Relay" is active. So it's a little confusing as to the difference between the Apple ID>Private Relay setting and the Network>Wi-Fi>Use iCloud Private Relay.