In Mechanical, Frequency Response graphs are always processed in the GLOBAL coordinate system, even if the nodes are rotated to any local coordinate system.
In Mechanical APDL /POST26 graphs are always in the Solution coordinate system. Nodal quantities are reported in the NODAL coordinate system. If the nodes are rotated to a local coordinate system then /POST26 graphs are in the local coordinate system.
At present, it’s not possible to plot the Frequency response graphs on the local coordinate system, but it’s possible to inset a Command snippet and take a snapshot from /POST26 and make it available in Mechanical as a figure. Alternatively, one can read the .rst into MAPDL and process the model in Mechanical APDL using /POST26.