I began using invidious after every piped instances refused to play videos lately. But what I read from their docs is that my IP might get exposed to google servers while loading videos from invidious. I use rethink DNS app and in that I can see all the domains that are getting called by my browser.

I tested about five instances and none are calling googlevideo domain as mentioned in the doc. Are they proxying my requests by default or am I missing something?

No, I don’t have the option proxy video turned on. I use yewtu.be as my main invidious instance.