When entered in WinBox you only use a single \ (as you can see in the WinBox screenshot above), but when entered as console command/in scripts, \ is normally used as escape character in strings. You'll need \\ in the quoted string to get a single backslash.
Otherwise (without local.dns) all DNS requests will pass by this server (see DNS Settings > Use DoH server:) and be redirected to the dns servers specified in Forwarders.
Of course, this is true for the mask mentioned earlier: forward-to="Mixed DoH" regexp="[a-z0-9-]+\\.[a-z]+" type=FWD
As well as @alibloke, when adding local.dns I get the error "DoH server connection error: Address not available" from where DNS resolving is no longer working. Should this be this exact entry, or should I replace it with the IP address (or create a static entry)?
Though I do like multiple DoH servers, the disadvantage is that (for me) Adlist is no longer working. Looks like it is bypassed while all static DNS entries are correctly resolved. Still searching for a solution.
Cool trick, but I'd like to warn that it seems not to secure from (provide redundancy for) a certificate verification issue [of the main server] (even though I believe it should, i.e. RouterOS should act that way).