[alexruf]

PiHole & AdGuard are DNS blockers. Those tools are only serving/blocking domain mame requests. So they are not aware of the actual request your client is sending to those servers (to for example download a file). So no, by the nature of the DNS protocol this is not possible with those tools. What you probably wanna do is to use some kind of proxy which does deep package inspection (be aware that this is very resource intensive since you have to break up encryption and stuff).

Properly not worth it for the task you described. Simply add a DNS whitelist to AdGuard or manually unblock those domains causing issues.

[pessimizer]

If people can figure out which names resolve to ads and block them, people can figure out which names resolve to tracking pixels and send it to a server that will hand back a pixel.

[fomine3]

AdGuard develops many products, some of them supports TLS MiTM

[mekster]

You can override settings for specific clients.

[bathtub365]

Which proxies break encryption for you?