Proxies of certain providers may leak your actual DNS server IP address. Likewise, accessing certain services through their affiliate DNS servers (e.g. accessing Google through Google DNS) may reveal your real IP address. DNS leaks can be checked on the following websites:
To prevent this, you can define your own DNS server in Edit profile → "Advanced" → "Other" → "Custom DNS".
In order to define custom DNS values, you need to provide an existing DNS server. You can use the ones that are publicly available. It's good practice to add a local DNS from a location that corresponds to the location of your external IP. However, some worldwide DNS servers are also quite common (for example, CloudFlare DNS running on 220.127.116.11 address).
To define multiple DNS values, use a semi-colon as a delimiter (for example, 18.104.22.168;22.214.171.124).