When I try to execute 'sudo ddclient' I am getting the following message: WARNING: cannot connect to checkip.dynu.com:80 socket: IO::Socket::INET: connect: No route to host
WARNING: unable to determine IP address

Here is my configuration file:

# Configuration file for ddclient generated by debconf
#
# /etc/ddclient.conf

syslog=yes
protocol=dyndns2
pid=/var/run/ddclient.pid
#use=if, if=ens33
use=web, web=checkip.dynu.com/, web-skip='IP Address'
server=api.dynu.com
login=xxx
password='xxx'
www.mydomain.net

I'm experimenting the same issue on Debian Bullseye, however the client seems to work anyway.
You can try an alternative to checkip.dynu.com, such as "bot.whatismyipaddress.com" or others. See: https://github.com/ddclient/ddclient/issues/86
Hope it helps.