as far as I know one cannot use OpenAI and OpenRouter models at the same time given that in order to use models at OpenRouter one would have to make use of the fields (API key and base URL) designated for OpenAI. It would be nice to have an additional field where one can configure usage for services like OpenRouter
You are right that if you override the base API URL, all models are routed through that URL, as we no longer know which models you want via the API vs direct from Cursor.
Hopefully we can get this added in a future update for you!