Set Open DNS in Android 5.0.1
This is one silly issue in Lollipop update (CM12) for OnePlus. I'm assuming you're running Cyanogen OS 12, and I found (on Reddit) and tested this solution some time ago. 

Unlike Kitkat, you can't change only the DNS in Wifi settings as "Save"/"OK" is always greyed out if you do, i.e. you need to provide every single detail which includes:


IP address
Gateway
Network prefix length
DNS 1
DNS 2


As soon as you fill the first four entries, the option will appear to save the settings. 

A brief description of each field is given here.