I think I found a fix.
I was having the same problem with my DIR-890L, set up a dlinkddns.com account, set up a domain, verified external web access and port forwarding were working with my local server, but kept getting "disconnected" when setting up Dynamic DNS on the router. I was trying from both of the preconfig options in the router for dlinkddns.com and dyndns.com, verified my hostname, username and password, would stay "disconnected". I tested with noip.com with my account there, and it connected.
So, I poked around with dyndns, logged in. I noticed that the web address was different, just dyn.com. I went back into the router, set up a manual connection to dyn.com for the address, and voila, connected using my dlinkddns account.
We'll see if it updates as expected.