From my experience "Threat Intelligence Feeds" blocks the majority of malicious and phishing sites. But I don't see a reason not to enable "AI Driven Threat Detection" too.
I think this is a great idea. The people who need DDNS know who they are. I use it to VPN into my router. However, I wonder if they automatically disable this if you are using DDNS to setup NEXTDNS when you have a dynamic IP for traditional Port 53 DNS?