Does that work with DoH (DNS over HTTP)? It's my understanding that using systems like AdGuard or NextDNS or even PiHole fail to handle DoH requests. In that case the only solution is something like uBlock Origin.
> NextDNS supports all 4 protocols. See the setup tab for more information on how to use them.
If you are trying to intercept dns traffic that ignores your dns setting that’s a separate issue.