Can you explain the difference?

Between what? Server and client?

AdGuard is a DNS proxy: it is a server to the devices using it, and a client to the upstream servers it uses. It can also provide DNS to its clients via DoH or DoT. This is probably overkill if you're only running it inside your LAN.

I connect to my AdGuard via DoH because it's running on a VPS in Frankfurt.

whether it’s more secure to resolve DNS natively on my iPhone with AdGuard Pro using NextDNS DoH rather than do it via Tailscale to connect to my AGH at home which uses DoT and DoH upstreams.

Security-wise, it makes little difference. You have an encrypted connection all the way to the upstream resolving DNS server. At that point, it's purely a question of how much you trust the people operating the upstream server. Plus the performance penalty of routing stuff via a residential DSL/cable connection, which may or may not be an issue for you.