dig uses resolv.conf and no timeouts are configured there. I don't know there the OS would have a default configured or what it is. Another reply indicated there would be a 5 second delay. That seems a bit high to me.
I used dig from the email svr command line with the primary DNS svr up and (naturally) it pulled from there as normal. Then I downed the primary DNS svr, saw the nagios check fail and tried again. The same dig lookup was actually faster and pulled from the secondary DNS svr just fine. And, again, the nagios alert cleared as soon as the primary DNS svr was back online.
For both tests I used: dig mx google.com
i would always have a timeout in your resolv.conf rather than relying on the OS default.
Set that to 1 second and test again to see if there is any difference.