The only reason stuff like PiHole / AdGuard DNS and many others work is because the service vendors have not bothered unifying ALL the network requests their service needs under a single domain. The one and only reason we can use those privacy-enhancing solutions is because the vendors are sloppy.

The moment your favorite app starts using only `your-fav-app.com` domain for everything, ads and sending out your private info included, you are toast and you'll need a MITM proxy or any other on-device-network-payload-inspector-after-decryption-has-taken-place to save yourself. (So maybe Adguard's client app, I presume? But haven't ever tried.)

Maybe Privaxy[0] will help -- haven't tried it yet and I got no time and energy for it for the moment, sadly, but DNS-level blocking in particular is just waiting for a few more resourceful vendors to do the right thing for their interests, and we're disarmed.

[0] https://github.com/barre/privaxy

Your data can easily be sent to an IP collection point that is not on AdGuard's list. DNS blockers are better than nothing --- which is a pretty low bar and easy to jump over.