Do servers that answers my dns requests store my IP adress or my requests?

Depends on whether you enable logging in your configuration:

https://nextdns.io/privacy

By default it is, it's kept so it's easier to troubleshoot if you encounter any problems with websites you use being blocked or when you want to analyze and block something.

Logging as a whole, logging Domains or IPs can be turned On/Off in the settings, you can also change where the logs are stored for better privacy.

For more details pretty sure their privacy policy explains further.