[gradeless]

Rethink DNS app provides the ability to do that. Also can use it to connect to any Wireguard VPN and also monitor connections.

There are various apps that either connect directly to an IP address or do DNS resolution themselves to sidestep this kind of blocking. Rethink lets you stop apps making these kind of connections bypassing DNS and whatever DNS filtering you have set up to control their connections

[strcat]

Apps mainly avoid it because their most privacy invasive features are tied to their functionality and their own servers. They can share with third party server side and mainly do that. Client side stuff is mainly far less important analytics, telemetry, crash reporting, etc. If the app or SDK wants to evade filtering client side, they just need to do their own DNS resolution via DoH using a hard-wired IP whether it's 1.1.1.1 or their own server. Facebook has IP fallbacks in several of their apps.