I have some subdomains that go to my home address (I know I should put it through a VPS first but I’ll get to that when I have time).
If I connect to example.domain.tld and DNS records point back to my own IP, where does that data go to reach back to my device?


What you are looking for is something called NAT Reflection/HairPin NAT/NAT loopback.
When you search for a “domain.example.com” your router loops you back at your reverse proxy and all the traffic remains “internal”. Your website will still be externally accessible (the ones you setup to be).
Here’s a example of how to set this up on PfSense router.
https://www.youtube.com/watch?v=ngwae1UvS-Q