malware - Why are my router's DNS settings changing?

I'm using d-link 2600U router (updated to latest firmware). My router's DNS setting keep changing and my browser redirects to adult websites and fake ads.

I scanned my computer with this softwares:
- BitDefender anti virus free
- Hitman Pro
- Kaspersky tdsskiller
- windows defender

Also scanned my mobile phone with bitdefender mobile security free
None of this softwares found any malware.

I tried factory resetting router, changed my router's password, default ip, disabled Upnp, but the problem isn't solved.

Can it be a problem with my ISP? or my PC is infected?
What should I do next?

UPDATE:
I tested the router on another computer. Problem is still there! So there is something wrong with the router. Can a router be infected with malwares?

Answer

How you should approach the problem:

1. Try to check with another PC and see if it happens again.

If it happens again then is a router problem and not a PC problem if not your pc is infected (it could be a zero day and all your antiviruses can't figure out) you should format and reinstall.

2. If it's a router try first changing the password of Wi-Fi and of the management system.

Maybe someone is playing with you ;)

3. 
   

   If it still happen again (warning paranoia enabled) are you sure someone doesn't perform a MITM on you network at Wi-Fi/router level?

   
   


4. 
   

   Is your network straight from the ISP? if not unplug any other router on the network isolate this one and monitor activity.

   
   


5. 
   

   Try replacing the router. Sorry mate.

   
   


6. 
   

   If all this then me ... no ideea ... then that in my case a while ago someone tried a MITM on my network on the ethernet cable (Physical laptop)