What is up with IP address? Getting bizarre results
Given your description, it sounds like your Mac is accessing the Internet via a rerouted/controlled connection, such as a Virtual Private Network (VPN).
Please contact DNSFilter and ask how their product works on Mac and if this is expected.
138.197.142.28 looks to be operated by Digital Ocean. This is a cloud computing service and is probably being used by the DNSFilter service installed on your Mac to route your traffic.