is there a way to make advanced DNS Records like SRV Records for LDAP or Management Server Adresses ? Perhaps from a CLI or editing a file (which should not be unsupported)
You should put this in a feature request. It always kept me from using my Sophos UTM for DNS in my current network as it broke my KMS server. It would also make Youtube restricted content easy to implement.
I would hope the implementation closer matches an actual DNS server than what they had on UTM. For some reason the UTM created a new zone for every host. By the time I was done adding all my static DHCP and DNS entries, the UTM had more DNS zone files than I had ever seen (don't forget the reverse zones too!).