Sorry for the confusion, I always forget that Windows is using Network Connections rather than network interface.
In the image at I can not connect my mongodb compass with my cluster - #16 by Jimmy_h_Vu, with Control Panel > Network and Internet > Network Connections, you have 3 icons. One of them is partly covered by the dialog Ethernet Properties. The other 2 are labeled McAfee VPN and Wi-Fi. For the McAfee VPN the status shows a big red X with Network cable unplugged. The Wi-Fi one also show a big red X with Not connected.
In the other image at I can not connect my mongodb compass with my cluster - #18 by Jimmy_h_Vu, you show the DNS setting Network & internet > Wi-Fi > Wi-Fi but you are Not connected via that connection as explained in the previous paragraph.
This means you DID NOT changed the DNS setting of the network connection you are using.
The solution is to change the DNS setting of the network connection you are using to connect to your cluster.