I normally just use my router to provide DNS but seeing this thread, I tried on one of my Ultimos using Google dns settings instead. to see if I could replicate the problem. For me, under a full restart or Enigma restart, the custom DNS settings are correctly saved (and work!).
Just throwing it in there. oh - currently on build 721.
Edit - I am using fixed IP. Will test with DHCP and report back.
OP - try using a fixed IP and see if that works for you.