Windows Server 2019 warns No Internet Access after AD, DNS and DHCP setup

I've got a workaround for this. I appears to be something to do with when you have a single DC where the DNS is configured as 127.0.0.1. With a set-up like this, the "No internet" message occurs although it's clear one has perfect internet access.

My workaround is to add the IP address of another DNS server. The upstream router in this example but could equally be 8.8.8.8 (Google DNS):

Once you add that second DNS, the "No internet" message disappears. 

In a more normal domain set-up, best practise means you have two domain controllers and DNS servers. In which case, the DC would have DNS settings of 127.0.0.1 (itself) and the IP of the other DNS server.