Setting 2 different OpenDNS servers as DNS for Zentyal (when Zentyal is cleint, thus in network section) is a good idea.
Enabling cache is a good idea too (why would you need specific FW rules? I'm a bit lost here)
But do not add forwarders, this is useless in your configuration except if you do have internal DNS servers acting as cache to which you can forward.
This forwarders stuff added by Zentyal is really misunderstood (or I'm the one not understanding
) but in the meantime, please trust me and do not set it. It will not prevent DNS to work but it will be slower than local cache.
Are you sure your internet router is acting as DNS server ? with cache ?