OpenDNS not working on Safari in Big Sur

I've recently upgraded my Mac to Big Sur and noticed that OpenDNS does not work (not filtering websites) anymore when using Safari browser. I also check this by accessing welcome.opendns.com to confirm that indeed it's not able to filter sites. What's strange is that using Google Chrome browser on the same Mac, OpenDNS works properly. It has something to do with the browser settings - does anyone know what can be done to get OpenDNS working in Safari (Big Sur). I tried on another Mac (Mojave) and OpenDNS works well with Safari.

I see the same behavior with Safari on my iPadOS14.2 (OpenDNS not working). It was working prior to upgrading to iPadOS14. Thanks.