Dietpi-VPN GATEWAY with Pivpn server and Pihole

From what you have shown I see only one vpn running, most likely is your vpn server on the dietpi.
You need to run all the commands (you missed the iptables) when the vpn client is also up.
If my understanding is correct you want to have one VPN server to connect from the internet and one VPN client to forward all your traffic.