I find this very perplexing, I cannot believe that the good Mikrotik guys are intentionally lying, reporting in changelog a new feature that doesn’t actually exist/work and even (as always mis-) document it on the help page.
I don’t know if anyone has filed a ticket at support, but I think you should, you have a documented, otherwise perfectly working setup, so it could be the occasion to have them put their act together, once and for all.
The thought of updating my currently working setup (the one in which I have “inverted” the VRF, putting it on the LAN side):
http://forum.mikrotik.com/t/attempting-to-evolve-from-cavemans-failover/170048/1
crosses my mind from time to time, but given the changes in VRF’s in 7.14 and 7.15 and your definite report of the DNS not working properly on them, I will wait before making a new experiment.