I stumbled on the exact same problem as you. Then I read somewhere how to use them together. You can connect to Mullvad's servers using their wireguard config in the RethinkDNS Proxy -> Setup Wireguard section. To do this, you need to login to your account in mullvad's website and click on "wireguard configuration" on the side bar. Select what you need and then you can either download the config file to import it to RethinkDNS directly or select to show a QR code which you can scan in the RethinkDNS app. To do this, in the Setup Wireguard section, click on the plus icon on the bottom left side. Now you basically can connect to Mullvad's servers alongside RethinkDNS's custom DNS and firewall.