You got an IP address back. That means the router did not block this domain: flightproxy-euno-02-teams.cloudapp.net.
The other domain you mentioned earlier, flightproxy-euno-01-teams.cloudapp.net, cannot be resolved by any DNS service. The router reported that it was blocked by DNS, but the real reason was that the name was not resolvable. The router did not block that domain either.
Windows reported the DNS server was CleanBrowsing because that’s how you set it up on your PC. Widnows doesn’t know that the DNS was overridden by the router.