It's a "fake" VPN, it only captures the DNS traffic (that's just the cleanest/most efficient way to do it).

Yes, I thought so.

Still sad.

On my desktop systems I can configure it in the network options and never think about it again. On Android I always close it if I don't think about it when closing all apps, then I forget to restart it.

They do have custom DNS provider setting, but it's a bit hidden (also it's different among various MIUI versions). So to find it better try old QuickShortcuts: https://play.google.com/store/apps/details?id=com.sika524.an... and see the Settings->Network Dashboard (or something similar).

I tried multiple of these apps, and nothing worked.

Using this app, you can access DNS settings which are typically hidden in MIUI

https://play.google.com/store/apps/details?id=com.ceyhan.set...

Yes, I know about these apps, they don't work.

The network stuff is not accessible.