I use both. Am I crazy?

You need to provide more details about your setup. I use PiHole on internal network and wireguard server on edgerouter to connect from outside. I wireguard to connect to my network on the go to do adblocking on my phone and laptop. Never had any issues with either. If I eber had issues with wireguard it was always config on eithet wireguard client or server

NAnd

Is there a config / yaml/ json / txt file somewhere in pihole that has all of my custom domains?

You could just install Adguard and see which you like better. It only take like 5 minutes.

Pihole FTW. I had issues with Adguard on my rpi but Pihole is working flawlessly!

I use both, PiHole seems to catch everything adguard home misses in my experience and using both together provide the best blocking