If you block IP address, DNS addresses do not get blocked. You would have to enter the yahoo IP address in the web browser for it to be blocked.
nslookup yahoo.com returns all the IP addresses yahoo is currently using.
Firewalls block IP address, the internet works with IP addresses, yahoo.com resolves to an IP address using DNS, using that IP address is how you get to yahoo.com and hence, why firewalls use IP addresses... The Webfilter thing is suppose to be parental control, at least that is what your competitors call it, they block words regardless of the websites protocol or port, when it works.
Again, URL of yahoo.com is resolved to an IP then the browser uses the IP to get to the domain, at that point the router sees the IP it is suppose to be blocking and in the case of the DIR-867 it does nothing instead of failing the request immediately like it should, since the browser is not told of the failure it just sites and spins, forever.
Update: news.yahoo.com is on a different IP from yahoo.com: I setup Windows 10 Firewall to block news.yahoo.com and the other three ranges of IP's that yahoo uses. Now when I click on a link that sends the browser to yahoo.com or news.yahoo.com the browser dies instantly, no spinning at all. Still can't get the Webfilter to block Kardashian.....