I was using OpenVPN directly when doing those tests. I installed dnsleak fix and that seemed to work (both sites mentioned above were no longer showing any leaks. However, something even weirder started to happen as I would connect to a server, do a test showing everything was ok, then come back a few minutes later to realise my real IP (not just the DNS) was now showing while the OpenVPN client was telling me I was still connected to the network.
I tried the Eddie client and the same thing happened (I checked the "switch DHCP to static" option to prevent DHCP reassignment) and also checked "force DNS". Again, everything works fine for the first rounds of tests and then all of a sudden the connection stops working all together and I can no longer browse the Internet except to the ookla speedtest page which now shows my real IP connection (while the client tells me I'm still connected).
I have to do more tests because so far, for some reason, my Windows 8 setup and/or firewall are not playing well with the VPN.
I'm assuming the"force DNS" option is important to avoid DNS leaks but if I don't choose "Switch DHCP to static", does it run the risk of being reset if/when a new DHCP IP is changed?