Hi Adolf,
there are advantages and disadvantages for both methods. The disadvantage for a NAT loopback is the amount of resources involved: packages are first transferred to the router and then back to the network. With split-DNS the packages are transfered directly between the two nodes on an network.
The advantage of the NAT loopback is, that it’s a solution on a lower layer (which - imho - is, where it should be 
) This means that no adjustments on the client side is necessary - the client does not even notice the change. I ran in trouble with devices which switch network access very often. That could be a smartphone/tablet I carry with me and jumps between cellular network and Wifi while moving in the house or garden or a notebook/desktop with needs to connect & disconnect to VPN networks. Every network change requires to clear the DNS cache of the device and the application to resolve the DNS name again. Some versions of OpenVPN do a DNS-flush, some don’t (maybe it’s a bug or just a compile-option…) For Android devices you recommended to use the airplane mode, see: Clear DNS cache before each connection - #7 by bonnietwin
) On Windows/Linux the command-line helps.
Other problems occur, if e.g. a smartphone app only does a dns lookup at start and will loose connection, when the network changes (some Synology apps in certain versions did this) It drives you nuts, if the audio player in the garden is fetching music from your NAS and crashes every time someone opens or closes the French window to the backyard
I ran in several issues over time until I switched to NAT loopback. This worked flawless for the last years. Consequently my preferred way was/is NAT loopback. (For heavy SMB file transfers to the NAS I use the local IP and therefore bypass the downside.)