If you have not changed any resolution by accident, and it was working before you switched from vga to dvi/hdmi, then most probably the monitor supports a different Frequency range for the two ports (vga and hdmi).
That said, the "screen resolution" for the games is out of that range and you need to change it.
Like before, open the indivision AGA prefs tool, this time select the PAL entry on the left section, and the 800x600 60Hz vga Mode in the middle section. Click on "test" in the lower section, and if you are happy with it, press "apply" and "save"
Edit: if 800x600 distorts the image too much, try with 16:9 resolution like 640x360, 768x432, 896,504 1280x720 from the middle section.