I mean fair enough, i use this version of Spotify and don't pay them a single cent: https://bestforandroid.com/apk/spotify-premium-mod-apk/
But if I was a paying customer i would be pretty pissed opening Spotify the first time on my 3 week travels and seeing this crap :-O Funnily there isn't even an option to change the location as suggested. Neither in the modded app nor on spotify.com on FF mobile.
Best move is to try to do pivpn installer again and when it says we found a pihole installation do you want to use pihole with pivpn say no. If it still breaks uninstall pihole, install pivpn l, then reinstall pihole