How does the DNS resolution work on the ProxySG?

Possible to use proxy server with OpenDNS? – OpenDNS You do not send your DNS traffic through the proxy/VPN, but directly to OpenDNS. (Your ISP still sees it.) Some VPN services establish a virtual NIC interface which you can configure to use OpenDNS through the tunnel. You should not register the VPN's IP address with your dashboard, because it is a shared address. Understanding how DNS works, part 1 - TechRepublic Jul 20, 2000

Mar 07, 2019

The proxy resolves that host name using its own DNS, and then connects to the target site (acts like the client in step 2 above), etc, etc. When using WPAD/PAC: In the case of using a Web Proxy Auto Discovery (WPAD) or Proxy Auto Configuration (PAC or Autoconfig) script, such as those provided by ISA/TMG when autoconfiguration is enabled, it's DNS over HTTPS - Wikipedia

How does SOCK 5 proxy-ing of DNS work in browsers? - Stack

Browsers can proxy DNS requests through SOCKS 5. What I don't understand is how the process works. Correct me if I'm wrong. In normal DNS operation, a program does DNS resolution through its operating system, which in turn is configured to access a specific DNS server(s) and make queries there.