Seems to be some issues with existing VPN's and Private Relay. AdGuard ad-blocking (forget about the AdGuard VPN service for the time being) on iOS uses the VPN functions in the OS, so....are these two things going to conflict with each other?
appleinsider.com

How to turn off Private Relay in iOS 15 - and why you might want to | AppleInsider
Apple's Private Relay feature in iOS 15 and macOS Monterey may only be a public beta at launch, but it's still a boon for privacy - except it won't always play nice with other VPNs you may have. Here's what you can do about it.
