No it isn’t. It’s the VPN server’s address. I checked here.
The DNS server addresses are shown in the PUSH command: 103.86.96.100 and 103.86.99.100.
Therefore this:
root@RaspberryPi:/etc/openvpn# ./dnsleaktest.sh
Your IP:
37.120.133.75 [Romania AS3210 Secure Data Systems SRL]
You use 2 DNS servers:
103.86.96.100 [Australia AS36351 SoftLayer Technologies Inc.]
103.86.99.100 [Singapore AS36351 SoftLayer Technologies Inc.]
seems to be correct. The IP address 37.120.133.75 will be the outbound side of the VPN server.
My conclusion is that it all appears to be working correctly on the Pi side. Can you please recheck on the tethering side.