Well, I don't use uPnP... I don't like it. But, it's there and yes if you want to HOST multiplayer games on various consoles you're going to need it.
As for securing Web Filter, all that stuff you just said? And I mean ALL OF IT.
Throw it away...
You're thinking about a DNS based black list, because that's what you've got a frame of reference to understand. Untangle's Web Filter is NOT a DNS based black list. It does use DNS to get its data from the database, but the thing that's inspected is the TCP session carrying HTTP or HTTPs itself.
That means... as long as Untangle is on the path to the Internet, Web Filter is engaged. It doesn't matter where the client resolves its DNS, web filter is in the way. Now you may want to secure your DNS resolution pathways, and that's a valid concern. But you're doing that to harden DNS, not to ensure the content controls work.
The operating mode to bypass it, is either a configuration that does so on the Untangle itself. Or, you have to use a 3rd party VPN solution so Untangle doesn't see the HTTP/HTTPs anymore... or simply use another network connection, like cellular or the neighbor's wifi.