Hello,
I’m currently using Pi-Hole to block ads, tracking sites and so on.
Unfortunately this seems to influence my connection to MyVolumio as well. I if disable Pi-Hole I can login into MyVolumio.
If Pi-Hole continues to run I lose connection to MyVolumio but I cannot find a blocked IP/domain query in my Pi-Hole’s log.
Any ideas? I’d like to whitelist the corresponding IP/domain but I need to identify it first. 
Just bypass pi-hole. In the settings of your volumio specify some other DNS. i.e. 1.1.1.1/1.1.2.2
I had the same issue.
I found that Volumio was starting to stream songs at least 25 seconds after I had asked it to. UPnP server, Spotify, Tidal - all the same.
Then I configured a custom DNS in Volumio to bypass pihole and 25 seconds is now <1 second.
I use pi-hole but not MyVolumio, spotify etc. so I have not experienced your problems. You could try looking at the pi-hole query log. If any of your entries are being blocked you can add them to the whitelist.