I don't recollect the exact reasons but here is the likely turn of events. In one of the macOS Major update (the one where Private Relay was introduced), it killed NextDNS. I waited pretty long enough for them to get fixed but NextDNS never did and there were hard to reach. I started looking for alternatives. I had already bought AdGuard Lifetime license for the family, and was offered or stumbled on AdGuard DNS (beta). It just happen to work and I stayed with it. Then I bought AdGuard VPN that bundles AdGuard DNS Pro/Premium.

I'm looking at AdGuard home and will hopefully tinker with it but the above setup is good for now.