A good way to work around this is to have a small server in your house as the first hop for ad blocking, and use the second hop (set the DNS servers of your DNS blocker) as your ISP.
If you use a Unifi router you can use it for this purpose (and caching) by broadcasting its IP as the default DNS server using Network options. It caches/forwards/filters any requests according to how you setup DNS in Firewall settings.