Processes in Microsoft 365 for setting up Office apps, redeeming product keys, and activating licenses.
Just reporting back that I've had only limited success with adding the DNS manually. In the end I gave up and contacted NordVPN support. They don't have a fix but they at least told me why Office products think I am offline:
As I just mentioned they said they didn't have a fix but they said they are working on it. We will see. Microsoft seem to have come up with a very clunky way of testing for an internet connection, hopefully they will come up with a better solution.