You can't have it, because Apple doesn't want you to have it, and has explicitly changed Safari to make sure you can't have it.
If you want to block ads in the best way currently possible, just download Firefox and use it.
I would be more comfortable with an alternative to adguard given it's origins. I dont use any of their dns or vpn services though, only ios safari content blocker, but still.
Orion is basically Safari with full extension support.