I've noticed that the ad-blocking in most VPNs can't stop most advertisements from loading.
I'd recommend adding adguard for desktop to your setup. There's a lifetime license available $80 USD for 3 devices on the lifetime plan..
Maybe even start using brave browser with brave's adblocking and fingerprint blocking set to aggressive as well as adguard for desktop.
If you prefer firefox based browsers, go with librewolf and turn on the letterboxing feature.