Gateway DNS use a distant server

Hi, I have been using Gateway DNS from Zero Trust and I have noticed the following:

dig +short CHAOS TXT id.server @
dig +short CHAOS TXT id.server @

I live in Athens, so “ATH” is my local datacenter, but instead of that, Gateway DNS connect to “LHR” (Netherland). Also shows that i use a server from the UK.

Any idea what could be wrong?