I am trying to change the DNS server on my Xiaomi Box, i setup the network manually and fill in a smartdns, every time i do that it will just disconnect the WiFi connection and tell me I am using a wrong password, to fix it i have to restart the box and connect it again using the password and it's again using DHCP. Anyone knows what to do about that? It's pretty weird, I have never experienced anything like that.
Had same issue on marshmallow. Only support I got here was to change DNS settings in router. Figured out you could install the April nougat beta (no backsies!) or use a usb3 Ethernet adapter. All Usb2 adapters I used never exceed 2MB/s. Never got wifi to cooperate in marshmallow. Very annoying bug... You could try a factory reset, but it didn't help me. Also you could have a router issue, I never did, but it was explained to me in more words that Google are assholes and my router may be at fault. If you can stomach a reset of that it may remedy the issue.
On my box, choose my WiFi network - Advanced options - IP settings - Static - IP Address: 192.168.1.xxx (xxx is a large number, no conflict with other devices) - gateway (IP's router, ex: 192.168.1.1) - network prefix length: 24 (my subnet mask 255.255.255.0) - dns: (smart dns server)