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You can redirect regular DNS like that, but DoH/DoT is encrypted using certificates with a chain of trust just like any other tls connection (that’s kind of the whole point). It would throw security errors breaking dns resolution if you redirected the connection to your own server.
You would still be better off with a vpn wrapping the connection however as the SNI in each https connection is unencrypted and can be used to log your traffic.
Do what you’re told or I’ll tell you to do what you’re told again…