It has recently come to our attention that the DNS resolution mechanism in Windows 8 and newer can potentially leak DNS queries outside of the VPN tunnel. In these versions of Windows, DNS queries are sent to all interfaces simultaneously. Even if the tunnel is the default gateway, all other interfaces will also send out the same DNS query outside of the tunnel.
We are working on fixing this in our Mullvad client, but until then beware that the 'Stop DNS leaks' feature does not stop DNS queries from being sent outside of the tunnel on these versions of Windows!
A more detailed explanation of the problem is available in this article.