The registrar isn't the same thing as the outfit hosting the DNS service.
Not that I recommend this, exactly, but if you're running your own servers, you can install a pair (or more) of DNS servers and register yourself as the authorized nameserver for the domain. Then the registrar can go ahead and die--you'll have complete control of the DNS service for the domain forevermore. Point to other IPs at whim.
Why don't I recommend that? Because nameservers are notorious for security problems and are a PITA to manage.
It could be that your registrar is also managing your DNS service, which might well leave you confused about where the line falls between those two services. If you're hosting the server yourself, then your own nameservice may be the safest way to go in the long term. If you're reselling the hosting from another provider, then I bet you a dollar they can serve DNS.
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