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For anything that is not blockable on DNS level one should use uBlock Origin from Gorhill.

For WifiMask VPN I use the following to block ads & malware: https://github.com/Trellmor/bind-adblock

And what's good for iOS? I've tried Firefox Focus, but you can't customise what lists it uses, and the lists it comes with are not that good.

Looks like sites use first party trackers too for some reason, see the pixel at the end of another posted article: https://www.the-tls.co.uk/articles/the-opt-out-illusion/ (it's fully packed with trackers though).

That issue was fixed in the latest release of uBlock Origin. That's why it required the additional permissions for DNS.