I'm a Dynadot customer also.
You certainly can change the Name Servers.
I have 153 domains there all with Name Servers of my choice.
Click "Manage Domains". Then you'll see the Menu Options.
"Renew" "Add Privacy"
"Set Name Servers" "Set Lock" etc.
You have to select one or more domains before clicking "Set Name Servers".
The rest is very easy.
HTH,
Patrick