Yes, I think I've managed to solve it.
I created a resolv.conf file under a directory I use for various scripts and I copy that, overwriting the one in /run/connman, by putting this in autostart.sh.
cp -f /storage/.config/scripts/resolv.conf /run/connman/
I know it's a bit of a hack, but it seems to serve the purpose.
Edit: in case other people use Zomboided's VPN Manager for Kodi, the above hack survives disconnection and reconnection of the VPN. I guess the resolv.conf file is written by connman just at the execution of connman.service and no more until the next reboot, where we proceed to overwrite it once more.