AshB1304:richms: Same thing. I have 2 here.
Two what? Fire TVs or Firesticks? They look a lot different to me and the HDMI Firestick I plugged directly in to my TV is a whole different thing to a HDMI cable running from a FireTV box to the tele.
Using the Firestick remote there was certainly no way to change the DNS. Love to hear how managed to do that.
Just for anyone reading this and trying to set DNS manually:
You need to forget the Wireless network that you would have connected to in initial setup, and add it again manually, then the Advanced box shows up.
Instructions here for unlocator, but change DNS to your DNS redirector of choice:
https://support.unlocator.com/customer/portal/articles/1512946-how-to-set-up-amazon-fire-tv
Pretty sure it works just the same for the stick.