I assumed that the application should make an access point from the phone in some way, and the vemos should connect to it themselves

No.  When using the WiFi access point setting, it is the MCU (wemos in your case) that becomes the access point for the phone (app) to connect to.

I thought you might have wanted to use the Ethernet (Wired or Wireless) setting, but use the phone running the app as the access point, via the phone's hotspot option.

But I have absolutely no idea if that would work (not sure if the app would connect properly) which it why I suggested trying it for yourself.

As for your use case, sorry but I still don't understand the purpose of many wemos devices (all the same) connecting to one app.  If it works, it would still act like controlling only one wemos device, just cloned many times and potentially uncontrollable.

щас это реализовано на радиобрелках 433мгц но там 4 канала и скудные возможности - 5мин, 10мин, вкл постоянно, заблокировать движение

What is your use case for this?