Too complex to say for sure. vpn can be setup in many ways.
Fairly simple test is to run tracert to some web sites and see if the first hop is your router IP or the vpn. You should also run tracert for whatever dns server you are using. It might send the dns over the vpn but the traffic directly out. In many ways the DNS is actually more of a issue because it is sent unencrypted but the web traffic is almost always send via https so it is hard to say what you are actually doing even if you intercept the traffic.
Note it is considered bad security practice to allow split tunnel. Normally when the vpn is up you want all traffic to go to the vpn including blocking any traffic to local lan devices like printers or nas.
The...