We can not guarantee that DNSBL/URIBL services will respond correctly to requests originating from our servers. In many cases, list providers are looking to handle only low volume usage. From their perspective, all requests from Umbrella users are seen as coming from the same source leading to traffic well beyond the list providers thresholds.
Spamhaus and URIBL reference this specifically on their respective FAQ pages:
"Check what DNS resolvers you are using: If you are using a free "open DNS resolver" service such as the Google Public DNS or large cloud/outsourced public DNS servers, such as Level3's or Verizon's, to resolve your DNSBL requests, in most cases you will receive a "not listed" (NXDOMAIN) reply from Spamhaus' public DNSBL servers. We recommend using your own DNS servers when doing DNSBL queries to Spamhaus.” — Spamhaus
"URIBL provides public lookups over DNS for low volume usage. If you spam check a large amount of email, or you use a shared DNS platform for resolution, you may receive a response saying the query was refused. That said, Public DNS providers such as OpenDNS or Google Public DNS are affected due to the high volume of queries they generate, as are many other internet service providers (ISP) that use caching nameservers for their customer base. “ — URIBL
In regard to overall interoperability, Umbrella works with all DNSBLs and the following URIBLs: