Just a cat wandering about Tamriel.
Did you make sure that the of is correct? lsblk to make sure.
If your sure it wrote to the right drive i would make sure that you have a good download. Did you run your checksums?
I think fedora works with secureboot but you might want to disable it just to see if that is the issue. I believe you can reenable it after install.
Make sure to go into the bios and boot from external drive/usb.
Out of 15 years of using dd i have never had a problem.
I mean not using whatever app your trying to pass mullvads dns through. Trying to see if it is the OS, or the other (firewall?) app causing your issue. That way you can file a bug report to the right place. If its your not your OS and mullvad works as expected its the other app. Might not be worth using depending on what applications your trying to lock away from the internet.
On my computer I had firefox set using cloudflare dns and also had mullvad handling my dns causing leakage. Well not really but I has two ip show up in dnsleaktest. One cloudflare and the other mullvad. Is your browser the issue here, can you set dns in the browser settings?
What happens when you let mullvad handle your dns?
Imagine the power of your own personal cat army.