Same problem on the DSR-250N (that only achives 25mbit/s WAN-LAN BTW)
Docs shows dyn-dns screen-dumps non existing in real life.
Bought a DIR-865L , but dyn-dns was a trick, only fixed drop-down US centric dyndns providers.
This was functionallity that was standard for many many years that now is being dropped.
It sucks, no more, no less, just sucks.