You can simply create a rule to deny DNS traffic. I think the best thing would be to create a SAT/Allow rule to allow the network clients to use the firewall's IP as DNS.
Second thing, create a rule to deny DNS traffic.
It would look like this(Or in your case, LAN source instead of DMZ and you could use normal SAT instead of SAT_SLB):
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(There's a detailed manual somewhere on D-Link website about how to do DNS SAT.
The firewall has IDP/IPS, i think it can block p2p but I've never used that.(I'm almost sure it also needs a subscription on the DFL-800, not sure about the DFL-860) I usually do the old fashion:
Allow HTTP, HTTPS, FTP, SMTP/POP (And secure variations) and deny all the rest. That resolves the torrent issue and another half a dozen issues.