Whoops indeed, stupid mistake.
When @egc was talking about DNS Hijacking I searched it some more.
Indeed MullVad is normally Hijacking DNS and tunnel it's traffic through MullVad.
In the MullVad app on Android you have to option to use custom DNS is you want to.
This is where I found the following article: Use Custom DNS Servers With Mullvad And Any WireGuard Client
I'm going to try this, and report back my results.
I 'll have to re-setup the WireGuard interface anyhow, so generating a new priv.key in the proces.