First, just to confirm that my setup is functioning correctly:
Thu Mar 17 14:02:04 2016 user.notice adblock[7532] info : domain adblock processing started (1.0.0, 15.05.1, 17.03.2016 14:02:04) [...]
the adblock log looks quite fine.
Is there a way that I can utilize your adblock for filtering and also have DNS requests forwarded through OpenDNS or other?
yes, define the custom DNS servers for your 'wan' interface:
In LuCI: Network => Interfaces => WAN => EDIT => Common Configurations => Advanced Settings
=> Use DNS servers advertised by peer Uncheck
=> Use Custom DNS Servers [Add your DNS servers here]
=> Save and Apply
=> Reboot
The clients on your network don't query the DNS servers you set up in the 'wan' config directly. When they request an IP via DHCP they are also supplied a list of name servers (this list of name servers only points to the router by default) ... the client sends a DNS request to the router and then dnsmasq on the router uses its own list of nameservers (the ones you defined) to make the request and return the answer to the client.
Hope this helps!