OK, EG is un-broke now.
When you select a library from a server, the data is associated with that server.
If you run a query on that data, it will run on the same server.
If you create a code block/item. Then, you have the choice of servers via a right click and "Select Server".
Unfortunately, I have not found out how to select a library from one server, create a query, and point the output of the query to a different server, which is something I have a need for doing.