Yeah I’m gonna be completely honest, Steam has pretty garbage info related to this considering how well it seems to work for me. They should really make it more obvious.
As long as Steam is running and signed in on your PC, after you first set things up, you should be able to pull up the Steam Link app on your phone, TV, etc and connect to your PC. They have to be on the same network until 1st time setup, then you can connect from anywhere.
I think there are some “home streaming” options in the Steam settings that let you set things like “boot to desktop/steam/Big Picture” so you can set it up how you want.
If you’re trying to run it off wifi it might not be great (it’ll definitely still work), but I’ve had good luck on a wired connection.
It sounds like you’ll have to set your Pihole as the DNS server in Firefox’s settings, and then maybe from there it’ll work itself out? Or maybe the Pihole documentation will be updated in the next few days with some instructions on enabling this. I’m unsure myself to be honest.