When set to 'No', have you used '9.9.9.9' and '149.112.112.112' as the DNS servers in the boxes that appear?
Yes, I have and this was with a clean install. This is what I get in my logs.
Jun 11 12:44:30 dnsmasq[19016]: failed to send packet: Network is unreachable
Jun 11 12:44:30 dnsmasq[19016]: failed to send packet: Network is unreachable
Jun 11 12:44:30 dnsmasq[19016]: failed to send packet: Network is unreachable
Jun 11 12:44:31 dnsmasq[19016]: failed to send packet: Network is unreachable
Jun 11 12:44:31 dnsmasq[19016]: failed to send packet: Network is unreachable
Jun 11 12:44:31 dnsmasq[19016]: failed to send packet: Network is unreachable
Jun 11 12:44:31 dnsmasq[19016]: failed to send packet: Network is unreachable
Jun 11 12:44:31 dnsmasq[19016]: failed to send packet: Network is unreachable
Jun 11 12:44:31 dnsmasq[19016]: failed to send packet: Network is unreachable
Jun 11 12:44:31 dnsmasq[19016]: failed to send packet: Network is unreachable
Jun 11 12:44:31 dnsmasq[19016]: failed to send packet: Network is unreachable
Jun 11 12:44:32 dnsmasq[19016]: failed to send packet: Network is unreachable
Jun 11 12:44:33 dnsmasq[19016]: failed to send packet: Network is unreachable
Jun 11 12:45:27 dnsmasq[19016]: failed to send packet: Network is unreachable
Jun 11 12:45:28 dnsmasq[19016]: failed to send packet: Network is unreachable
Jun 11 12:45:30 dnsmasq[19016]: failed to send packet: Network is unreachable
Jun 11 12:45:34 dnsmasq[19016]: failed to send packet: Network is unreachable