Since you mentioned wireguard. I can't fight the argue to mention the remarkable app called "Rethink". This app finally let me use wirequard and local DNS blocking at the same time. it also got a big variety of settings and filters. and top of that it's opensource! I no longer need or use Blokada after I found this app.

now that I got that out of the way, I feel much better right now :)

I switched, it's definitely more complicated but it got much more options. Blokada has much more simple UI.

So can Cassia Wine play any DX9 game since you mentioned GTA IV or there are other limitations?

2