The domain infinity-api.extfans.com does not exist because no DNS server can resolve the name to an IP address. If you put the domain name in https://mxtoolbox.com/SuperTool.aspx, you’ll see what I mean.
The domain is in the logs because some app in your network was requesting it. But DNS resolution failed. That’s why the router was displaying blocked by DNS.
If you open a command line window and enter “nslookup flightproxy-euno-02-teams.cloudapp.net”, what do you see in the response?