There is no "DYNDNS host autodetect". Obtaining your IP address information is the duty of your (Sonicwall) DDNS update client.
Not sure where and how the Sonicwall is to obtain your IP address, but normally this should be obtained from checkip.dyndns.com. If this tool does not show the same WAN IP address assigned to you by your ISP e.g. on the router's WAN status page, then your ISP put you most likely behind a proxy or transparent cache. Remote access may not be feasible under these circumstances.