DNS Server change on a Proxied connection

Sorry if I am posting this in the wrong section but I didn't know where to post it.

The story is:

My ISP in Dubai (Etisalat) used to force users to manually enter a proxy server to be able to use their internet

proxy1.emirates.net.ae Port: 8080

last 2 years this has changed and users no longer need to enter anything in the proxy settings but the connection still goes through their proxy server anyway

so I have 2 questions regarding changing my DNS servers:

1) Is it true that even if I change my DNS settings from the router I am not actually using them since my connection runs through a proxy? Is a valid argument or can I safely change the DNS servers to one that I want and benefit from its usage?

2) When I changed my DNS server to Google or OpenDNS and run the namebench utility, it told me that there are faster DNS servers and *claimed* that my ISP's DNS servers are 80% faster

This either:
a) not true
b) maybe true, but due to the proxy server runnig, this is why I *felt* that browsing webpages is faster
c) this is very true, I should stick to my ISP's DNS and the little speed burst I felt while browsing and how snappy loading pages was is just a *placebo* effect

Please guide meh I am l0$t