1. For testing, you could try giving GRC's DNS Benchmark
utility a shot.
Since you're in Europe, you'll want to allow it to build a custom DNS server list for you. The default one supplied is optimized for US users so it's skewed to use US based DNS servers. It takes about a half hour for it to build a table after querying all 4000+ recognized nameservers worldwide. And it's a one-shot thing. Once it has the table it just reuses it. Subsequent tests go much faster after that. Info and download here
2. Your DNS server gets its info from an authoritative domain name server
of which there are many up on the internet. It's a decentralized system (like the rest of the Internet) so there's no one single place where all the data is stored. This is one reason why, if you switch a host, it may be a day or so before everybody gets correctly redirected to your new host. It takes time for the change to percolate and replicate throughout the DNS system. Most DNS changes can take between a few hours and a day before every
DNS server is carrying the correct address. There are also premium DNS listing services that will push DNS changes through the system more quickly if you're running a site (i.e. commerce) that can't afford to wait. Very similar to how Windows Server's Active Directory works on a multi-server corporate network. This webpage
has a quick rundown of what happens when you make a DNS query. It explains where root, top-level domain, and authoritative and recursive nameservers come into play to process your request.
So I guess you could say your DNS server ultimately gets its information from the Internet itself.