What do you have set for the
LAN DHCP server's DNS servers?
It appears the way you have DNS director configure you are telling the router to redirect all clients,
except the ones listed in the Client List, to the router.
I would venture to guess that If you want those Client List entries not to use AdGuardHome as their DNS servers, then you likely need to reconfigure those specific Client List entries to use another DNS server. By either manually configuring their DNS server setting to some other server (either on the client itself or in the manual IP reservation DNS Server Optional section), or try changing the Redirection option to User Defined (and in put a DNS server in the User Defined area) or select one of the other DNS servers from that Client List Redirection drop down box.
While a bit dated there is some very general information on DNS Director on the Asus-Merlin Wiki page:
https://github.com/RMerl/asuswrt-merlin.ng/wiki/DNS-Director