Just reviving this thread as I never managed to solve this problem. I set the output chain to Accept and disabled all other rules as suggested by ppalias but I still get the same error as in the original post.
Anyone have any suggestions why OpenDNS is not updating for me? (Just to confirm that the same installation of ZeroShell used to update OpenDNS just fine before I changed it into a router.)
[EDIT] Just to add – I tried updating a DYNDNS account and that worked fine….
Also if I go to https://user:*email@example.com/nic/update? in my browser the update works fine (obviously replacing user with my username and inserting the password. So my PC that is inside the Zeroshell network can connect OK! [/EDIT]