Specific to your question, I believe 4.2.2.1 is OpenDNS as well. You can try 8.8.8.8 which is Google’s public DNS to see how it works.
Beyond answering the actual question of why would that be, a better practice for this is to have your clients pointing to your internal DNS server which will use a forwarder to 4.2.2.2 or 8.8.8.8 whichever you choose. It prevents you having to manually set all of them plus you probably don’t want them to bypass the OpenDNS block.
For specific workstations that do need to work around the blocks, use 8.8.8.8 and yours as the secondary. You may need to run flushdns to have it work properly.
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