I used to run the whole house off the VPN but that becomes such a pain when trying to do critical stuff like banking and accessing government accounts… “Sorry, you cannot access your Canada Pension information from Latvia - hacking suspected - account frozen”. And all the ad content that got past Pi-Hole was in Finnish or Korean.
My household watches lots of YouTube, split between Chromecast and Fire Stick… unless the ads can be bypassed at the router-level, there’s just too many devices and way to watch to effectively block things.
Don’t mind when an ad plays between videos, but when I’ve found a good Pink Floyd ROIO - always unpredictable when two DudeBros show up boasting how smoothly shaved their testicles are.