dhcpcd.conf solely configures the DNS servers that the Pi-hole host device is using.
Note that while this would affect Pi-hole's installation script (as that has to resolve DNS requests through the host), it wouldn't affect Pi-hole's operation itself.
Independent from the host, DNS requests as received by clients and forwarded by Pi-hole will use the upstream DNS servers as configured for Pi-hole.
You could force your Pi-hole host machine to also have its DNS requests filtered through by Pi-hole by pointing it to the 127.0.0.1 loopback address.
However, in general, it would be beneficial to have Pi-hole's host machine use another DNS server than Pi-hole itself. In case Pi-hole isn't operational for any reason, that would still provide DNS resoluton for its host machine, allowing to run OS upgrades and Pi-hole repairs.
Whether that DNS server is your router or a public one would be a question of personal preference along with your actual network configuration.
If you opt for your router, be careful not to close a DNS loop, e.g. by configuring Pi-hole to use your router as upstream while your router is using Pi-hole as its upstream at the same time.