What DNS is used by your clients when you leave that field empty?
When I left the field empty, the clients had the Router's DNS.
The problem is NOW SOLVED! THANK YOU for everyone's help!
Sadly, I did not capture the bash output requested by dave14305 while it was in the failing state.
I did run those commands, after it was working, and all output makes a lot of sense.
I would have loved to capture it while it was BAD, since that may have provided insight.
SUPPOSED FIX: As I learned more about DNSFilter, I decided to move the clients which I didn't want filtered by OpenDNS from "No Filtering" to "Router", since I would then get some amount of DNS caching and whatnot. While reviewing the list, I found that MANY of my MAC addresses appeared 3 times on the Client List? Once I deleted all of the duplicates (and there were MANY), the feature started working properly... I do not know why.
I can't understand how I would have had so many TRIPLICATE entries on the DNSFilter Client List? I could have easily entered some MACs twice, since there is no checking for duplicates on the UI, but I can't imagine entering many MACs 3 times! I was confirming for myself that I hadn't done anything silly, like copying nvram variable contents between releases, and I just discovered that there are actually 6 lists used (dnsfilter_rulelistX, where X is blank or 1 to 5). I am certain that I never messed with any of this (though I often copy a few variables, like DHCP info, between releases). I did attempt to recreate my problem by entering in a whole bunch of duplicates in the Client List, but I was unable to recreate the problem. I can't say that the duplicates was the cause of my problem, and MANY of the clients which weren't working properly were not duplicates (including clients which weren't even on the Client List), but I can say that my problem went away after performing this housekeeping. Coincidence?
In short, if anyone experiences a problem with DNSFilter, make sure you don't have duplicates (or triplicates) in your Client List. I can't say for sure that will fix it, but you shouldn't have duplicates anyhow ;-)