Hi, I'm not sure if this is a workaround or solution but Dlink got back to me and asked if Parental controls were enabled. Looking at these options, I didn't know you could enable OpenDNS from the Parental Control settings.
So I went to Setup -> Parental Controls, enabled Advanced DNS and the OpenDNS DNS Servers started working again - this was with Mydlink enabled too.
Not sure why OpenDNS stops working when Mydlink is enabled, but this seems the best solution available at the moment. Thanks to FurryNutz for your help on this thread.