Avoid a cases of `an exception may be thrown in function '' which should not throw...

Avoid a cases of `an exception may be thrown in function '' which should not throw exceptions (bugprone-exception-escape)`
The use of a DNSName capture by value is the culprit. Avoid those by using
[&]', telling the compiler to figure out the captures by itself but use refs.
This *could* lead to issues if we modify the value in the lambda, so this conversion should be checked!