Advanced DNS is a service of Best Path Network, a subsidiary of OpenDNS. And it seems links.govdelivery.com isn't just blocked by them, but Google DNS too. So there is nothing wrong with the Advanced DNS feature. OpenDNS detected the site, probably from user input, as spam, and probably for this reason:
"Tracking is often justified as legitimate automatic data gathering on users, however few, if any, email delivery and tracking services disclose tracking information with each email, offer no tracking opt-out choice, provide no guarantees of anonymity or against misuse of the user data, and seldom point to either the privacy policies of the service or those of the services' customers (albeit, no privacy policy is believable). This suggests deliberate deception and lack of accountability of both the services and their customers, and in this manner replicate the deceptions of vilified email spammers."
Only thing you can do is contact the site admin and ask him to work with the DNS providers to get unlisted, or not use those DNS services.
Administrative Contact, Technical Contact:
Sommerness, David dave.sommerness@govdelivery.com
GovDelivery, Inc.
408 St. Peter St.
Suite 600
SAINT PAUL, MN 55102
US
(651) 726-7300 fax: (651) 665-0943