dnsproxy example doesn't work

The example at https://www.knot-dns.cz/docs/3.4/html/modules.html#id3

remote:
  - id: hidden
    address: 10.0.1.1

mod-dnsproxy:
  - id: default
    remote: hidden
    fallback: on

template:
  - id: default
    global-module: mod-dnsproxy/default

zone:
  - domain: local.zone

does not work.

knot demands that it can load a zonefile.

error: [tunnel.example.com.] failed to parse zone file '/var/lib/knot/tunnel.example.com.zone' (not exists)
error: [tunnel.example.com.] zone event 'load' failed (not exists)

I am using knot 3.4.4 on NixOS unstable.