I use eBox/Zentyal as Gateway and Infrastructure. I do filtering of sites. OpenDNS only works if I'd set HTTP Proxy enabled. How about without the use of HTTP Proxy.
I'd try to configure and add 22.214.171.124;126.96.36.199 at forwarder section at /etc/bind/named.conf.options, but it doesn't work after sudo invoke-rc.d networking restart.