I'm trying to use the conf-file option in dnsmasq. I also tried conf-dir. Neither of them work. I don't know if there are log files to look for errors but the options from my file are never loaded.
Edit:
To clarify, I am using OpenWrt 23.05.0 and /etc/dnsmasq.conf for the options.
The correct option is confdir, e.g. option confdir '/etc/dnsmasq.d' (default is /tmp/dnsmasq.d). You can also use /etc/dnsmasq.conf to add custom options using the native dnsmasq syntax.
OpemWrt configures dnsmasq to use any text file you put in the /tmp/dnsmasq.d directory as a conf file (except files which have their name start with . and some additional exceptions). So you could simply put your conf files there, issue the /etc/init.d/dnsmasq restart command, and voila.