I did clear the settings.
Now I redid the whole thing as I did in my first post (router IP set as Pi-Hole DNS, Cloudflare set as router DNS) For some reason the query log started to include other devices.
Some devices appeared, some are still missing. Maybe I need to wait for the leases to expire.
I don’t believe this is the case.
From the linked faq post:
On Pi-hole, login to the web interface (http://pi.hole ) > Settings > DNS and instead of choosing upstream servers like Google or OpenDNS, set the upstream to be the IP address of the router as the only upstream DNS server. Do not define any other DNS entries for Pi-hole.