Some ISPs will not let you put the modem into a true bridged mode. I would try to disable as much on it as you can. As long as the traffic can pass through from the modem to your router that’s the important part.

The name server is just where you’re keeping your DNS records at. By default this is usually where you purchased the domain name from. It really shouldn’t make a difference. I will say that I recently moved my records to cloudflare and man, they update so fast.

Edit: I should mention, the available DNS records provided by different hosts can be different. For instance, Cloudflare does not have the option for URL redirect records.