You can enable your own custom configuration using the Configuration Browser and your custom CF models, as described in [1]. In my tests I created a configuration named "anf" which created the path in the JCR "/conf/anf/settings/dam/cfm/models". I then created a test CF Model "FAQ" in the anf folder (which shows up in the JCR at the same path).
To have your custom CF models show up in your DAM you can go to the top level folder and add the configuration path at the Cloud Services tab for the folder properties. Once that is set, all folders in that hierarchy should be able to use CF Models from the global and your custom configuration. In my test, I created a top-level DAM folder named "anf" (it does not need to match the configuration name) and edited the folder properties. On the folder properties page, go to the tab "Cloud Services" and under "Configuration / Cloud Configuration" add the path to your custom configuration, which in my test is "/conf/anf" and then click "Save & Close".
Now going into the DAM folder "anf" (which is "/content/dam/anf" in the JCR) and clicking Create > Content Fragment, you should see the CF models from global ("Simple Fragment") and the custom configuration ("FAQ", in my tests).
John
[1] https://docs.adobe.com/content/help/en/experience-manager-65/assets/fragments/content-fragments-models.html