I've not really used samba in dolphin as I find it more reliable to just have systemd handle automounting all filesystems as it allows other programs to access the locations
I've not noticed any performance issues using it this way, tho I only use a few shares on my local network
so it would be like you say I want Firefox to go thru the tunnel, you would want the DNS requests made from it to go thru as well, in this case they weren't tunneled and were just going to the normal dns server
here's a tip if you only have one alarm you're less likely to sleep thru multiple alarms