Setting up a DNS filter on VPN Hotspot app for tethered devices

[biheex]

How can I set up a DNS filter on the VPN Hotspot app, which uses Speedify VPN, to block certain websites for all devices connected through the tethered VPN connection without affecting the VPN connection?

Can I use a pre-made DNS service like Cloudflare or Family Protection for this purpose, since I don't have the option to use another VPN app (other than Speedify) that has this feature and also I don't want to set up the DNS filter on the recipient devices to avoid the bypassing the restriction ?

So the only option is to set it up on the VPN hotspot app.