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In vehicle dynamics control, many variables of interest cannot be directly measured, as sensors might be costly, fragile, or even not available. Therefore, real-time estimation techniques need to be used. The previous approach suffers from two main drawbacks: (i) the approximations due to model mismatch might jeopardize the performance of the final estimation-based control; (ii) each new estimator requires the calibration from scratch of a dedicated model. In this paper, we propose a twin-in-the-loop scheme, where the ad-hoc model is replaced by an accurate multibody simulator of the vehicle, typically available to vehicles manufacturers and suitable for the estimation of any onboard variable, coupled with a compensator within a closed-loop observer scheme. Given the black-box nature of the digital twin, a data-driven methodology for observer tuning is developed, based on Bayesian optimization. The effectiveness of the proposed estimation method for the estimation of vehicle states and forces, as compared to traditional model-based Kalman filtering, is experimentally shown on a dataset collected with a sports car.