I set mine up with a gateway, not sure if this is the issue. I did not touch unbound and am using a separate DNS server for local DNS. I don't think this has anything to do with unbound, as your config would send all traffic down the tunnel (0.0.0.0/0). Did you create the outbound NAT rule, as I didn't see that in your screenshots?
I attached my config if that helps.

I attached my config if that helps.

