Hi, I recently found this document
https://hardware-integrations.readme.io/docs/opendns-wlc_integration_guide
A the end of document, you will find this
• WLC supported platform- 5508,5520,7500,8510,8540. ME, vWLC is not supported
• AP mode supported–Local mode, Flex central switching.
• 10 different Cisco Umbrella Profiles configurable on WLC
• Guest (Foreign–Anchor) scenario, profile applies at Anchor WLC
Im not sure if you can do local switch, I have the same doubt.