You add your ISP’s DNS server on the DHCP page if you want it to be distributed to the dhcp clients. If you want to use it on your ZS you have to add it on the DNS page, in the forwarders section.
Make sure you enable NAT on interface ETH01. UPNP is not supported afaik. A DMZ (suppose you mean SNAT) can be setup with iptables rules directly on the console.