FQDN objects will always be resolved by the cpnfigured global DNS servers of the firewall. If you need to use a DNS proxy to resolve these you need to configure a DNS proxy object as the firewalls DNS server. But this is not possible for vsys specific objects as then all objects of all vsys are resolved by this object.
The mgmt interface is the one that normally resolves the FQDN address object, using the DNS profile, in Device>Service>Global
You may want to consider having the Mgmt interface point to the DNS proxy object.
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