Hi,
I think I've found what was causing the problem. The problem starts when I register the Mydlink Service under Mydlink settings. As I did this every time I reset my router, it's probably why the OpenDNS servers would work for a while then stop working.
I can replicate the problem by removing the router from the mydlink web service (which also resets the router), reload a config (at which point OpenDNS servers start working again) then register with Mydlink. Almost immediately the OpenDNS servers will stop working. Or I can reset to factory defaults and as soon as I register with Mydlink, the OpenDNS servers stop working too.
As I don't use the Mydlink web service I think I'll just not register for the time being, and hope this problem is fixed in the future.