Blocked ping: which port to open?

OK,
perhaps your box is not configured to respond to ping.
it's not essential for it to do so.
tell her it's not important.

because it does not affect the DNS functionality,
however,
it allows them to detect the jokers who take domain names that do not correspond to anything, which is not the goal either.
But it is true that under the pretext of security, we are finding more and more routers/boxes/machines that do not respond to pings on the internet, which is contrary to the spirit of sharing that is the basis of the construction of this network.
Let’s hope this will change with IPv6 where we can afford to respond to pings, given the number of addresses to scan for those who want to search randomly.

yes,
I think they don't want to provide fake domain names that are blocked but not used, so they are trying to verify that it corresponds to a real address, which is legitimate.
On the other hand,
I think they expect to find a real DNS server, which is clearly not your case.
Tell them that it's behind a firewall that does not respond to ping.

Exact