Twisted's DNS library is cross platform. Whether or not it's the "fastest" is debateable but Twisted performs very well on the whole. I'd be surprised if it couldn't saturate your I/O link.
One point of note though: Twisted uses asynchronous I/O rather than multi-tasking to achieve concurrency. Async I/O is a very good mechanism for handling concurrent queries but it requires a different programming style from the typcial threaded approach. The learning curve can be steep but it's fairly short and, in my opinion, it's well worth the effort.