Is there any way to view which DNS server Mikrotik is querying? Like an NSLOOKUP command equivalent? I'd like to check whether it is using the DNS server I have specified.

Thanks,
Jeroen

Not directly. Of course you can use torch or traffic capture or even just a filtered view of the IP firewall connections to see the destination address of DNS packets that have the router as the source.

It doesn't really have a choice, though. Whatever servers are listed in "/ip dns" are the only DNS servers the router knows about.

Capturing traffic kind of worked (good enough for confirmation purposes). Every time I trigger an NSLOOkUP from my workstation, the IP of OpenDNS is queried. I see an "IN" and and "OUT" packet so that would be request and response (reply).
Perhaps I could try a port mirror and connect a Wireshark equiped computer to the mirror-port if I really want to see the full DNS-response.

So thanks Fewi, packet capturing suffices. My ISP's DNS servers stop certain website from loading completely. A bit weird but using OpenDNS solves this:)