It is hard to debug Alexa devices, because the do not provide any useful log. I have hat issues to display my photos, even if I allow every Amazon related Domain in PiHole … Some day it just works again, without any change for weeks.

But I would advice to use an open DNS in your network, for testing. Try 1.1.1.1 (cloudflare) or 8.8.8.8 (Google) for example.

Somewhere I’ve read, the DNS have to be the same as the gateway. In my experiences this works better when the uplink in the router is pointing to one of the DNS from above.