A lot of those tools are outdated. They used to try to block URL by looking at the headers in the URL code. That is now impossible because almost all sites use HTTPS. Some of the newer routers attempt to intercept the DNS calls but this is hit and miss how well they work. The newest versions of chrome and firefox now have the ability to run the DNS via HTTPS. I am unsure if this works automatically but it is designed to prevent the ISP from seeing what you are doing but it prevents any form of parental filtering from working.
DD-wrt has a more advanced form of filters. It may or may not work better the data is still mostly encrypted. Does your router support dd-wrt. If it includes any form of modem it likely does not work.