You could try adding a DreamHost name server to your registrar. So you’d use ns1.registrar.com, ns2.registrar.com, and ns1.dreamhost.com
If you only set up sub.example.com here and someone wants to visit the site, their computer would look for sub.example.com at ns1.registrar.com, not find it, so it’d check ns2.registrar.com, not find it, so it’d check ns1.dreamhost.com and find it. I’ve not done this, but it’s worth a try.
If that fails, you’d have to add the A record at your other host. IP addresses here rarely change, so you’d be in pretty good shape and remember that if the site disappears, it could have gotten a new IP address.