no, that is not a problem at all - it simply means that the IP address of the DNS over TLS resolver you are using has no PTR set in DNS. For mail servers in particular, it is crucial to have these set properly, but other internet services rarely depend on a proper PTR configuration (and a matching A/AAAA DNS record).
“Status: OK” is the crucial information for being able to properly use a DNS resolver.
Just out of curiosity. Why do you want to filter DNS requests outside your IPFire system? The Mullvad DNS services seem to be just DNS resolvers, as unbound inside IPFire, with DNS filtering using RPZ mechanism ( @jon 's addon in progress does the same inside IPFire).
Yes, RPZ is something like the PIHole SW.
While you have to configure your devices to use PIHole device for DNS requests, in case of RPZ in unbound you only have to force all DNS requests to IPFire ( the standard DNS resolver usually announced by DHCP ).