Is it possible to set GPOADmin server to hold admx templates locally for GPOADmin to retrieve them that way, instead native way from dcs?
This will work correctly in GPOADmin. If you set the registry key it will override searching for ADMX / ADML files in the central store and look in the local store in C:\Windows\PolicyDefinitions.
Regkey: HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Windows\Group Policy "EnableLocalStoreOverride"=dword:00000001
Please note that if doing this, you will have to ensure all necessary ADMX / ADML files are in the PolicyDefinitions on every computer where a GPOADmin console is installed so that it can find those files locally and allow reports and edits to work correctly. As well they would be advised to set that registry key on each computer where a GPOADmin console is installed.
As this is forcing to check for the files locally, they must be local to any machine where the user is editing a policy or generating settings reports.