unbound should be started with the /etc/unbound/unbound.conf file which tells unbound (include-toplevel: "/etc/unbound/unbound.conf.d/*.conf") to combine all .conf files in /etc/unbound/unbound.conf.d. (pi-hole.conf, remote-control.conf and root-auto-trust-anchor-file.conf) In the current setup unbound is started only with pi-hole.conf, so will for example not be able to do DNSSEC which is set in root-auto-trust-anchor-file.conf