LanCache DNS Set Up Not Working Correctly

I recently found out about a local caching solution called LanCache
I followed their quick start guide and everything is working fine except the redirection part
I can't seem to figure how or where to put my Server's IP in order for it to intercept the queries and work properly
When testing the intercept using nslookup I get the following error
According to LanCache it should resolve to the Server's IP

PS C:\WINDOWS\system32> nslookup steam.cache.lancache.net
Server:  OpenWrt.lan
Address:  192.168.XXX.XXX

*** No internal type for both IPv4 and IPv6 Addresses (A+AAAA) records available for steam.cache.lancache.net

(I tested while forcing the DNS on my LAN settings in windows but that breaks my alias lookup which I use for my Media Server, as no one in my family wants to remember the IP:Port everytime they log in)

My network config is my ISP Modem/Router running my OpenWrt in DMZ because they don't allow me to use it in bridge mode and they don't allow any modem except for their's
Then I have two NICs in my OpenWrt where one is the WAN (LAN Side of my ISP Device) and then from the OpenWrt's LAN to 8 Port Gigabit Switch (4 PCs and 2 APs)