"Does OPENDNS work for anyone??"
Yes, always, since nearly 10 years now, even when I sleep!
Weird, they normally respond to tickets within 72 hours...
Copy & paste the complete plain text outputs of the following diagnostic commands to here:
nslookup -type=txt debug.opendns.com. 208.67.220.220
nslookup -type=txt which.opendns.com.
nslookup whoami.akamai.net.
nslookup www.exampleadultsite.com.
nslookup www.internetbadguys.com.
"Every test shows it should be blocking"
Blocking exactly what? And what exact kind of tests did you perform?