Your host sets it’s own DNS servers, if the router isn’t on the list, they don’t get pinged. Now they could try to man in the middle you, so you could try DNS over TLS, but it’s probably not your issue.
You’re DNS server settings likely never took hold. Like if you use a DHCP client, then override your DNS settings, that won’t take effect until you request a new DHCP connection.
Some Linux distros will have local DNS servers that you always point to which are a pain to update as well. Not sure about Windows and MAC.