Disable all DNS tools e.g. bind9 in front of pihole, then check Firefox and pacman if that works.
yes,
the requests are listet in pihole now:
But this doesnât explain why the firefox settings arent saved.
When I restart the computer, the DoH and Telemetry in Firefox are activated again.
Is it possible, that it has something to do with my switch from X11 to wayland?
Not seeing this going from X11 and Wayland here.
Updated the whole system today.
Firefox was also updated from 120.0.1 to 121.0.1
The settings are now retained after a restart 
I donât know if it was the firefox update or another update.