Found the issue and the solution.
The problem was that I was using strapi.db.query and that does not seem to insert nested component objects.
The solution is to use strapi.entityService.create... :
const createdQ = await strapi.entityService.create('api::question.question', {
data: {
"id": 3,
"name": "Q 1.2.1",
"required": true,
"createdAt": "2022-05-04T08:41:27.948Z",
"updatedAt": "2022-05-04T09:13:35.067Z",
"options": [
{
"id": 17,
"value": "test value",
"text_type": null
}
]
}
});