The difference between the Firefox setting described by the GP and the DDG bang commands you mentioned is that the Firefox setting is close to zero latency since it’s handled by the browser. The bang commands need to go to DDG and then come back as a redirect, taking a few seconds more. On the other hand, the DDG bang commands work the same across other browsers too.

A query need not be started with a bang. Just add 'g!' or 'yt!' anywhere in your search terms and it should work fine.

Just as an aside, "bang" has long also been a term for "!" itself - hence the two characters starting shell scripts, "#!", being called "hashbang".