What is the ruling on making up the Duha prayer between the Dhuhr Adhan and the Iqamah?

What you did is correct according to the Maliki school and one narration from Ahmad, because it is making up the Duha prayer after its time, and we hope that Allah accepts it. The time between the Adhan of Dhuhr and its Iqamah is not a prohibited time [for prayer], although it is preferable to pray the regular Dhuhr supererogatory prayer during it.