Synology NAS Pihole

Make sure your client devices are getting their DNS settings from the DHCP server in the router. Also if you have software such as PIA or other commercian VPN servers installed, they will often override your DNS settings even for non-VPN traffic.

Furthermore, the pi-hole does not work on ads that are loaded via obfuscated scripts. For example, many sites will try to get arond DNS filters by using randomly generated domain names.

If you look as many of the pages with obnoxious ads, you will notice that a trend now is to see a first party provided script using XHR which will load obnoxious ads from a random domain. Since part of the content is from the first party, you can't block the domain, and since the script uses some kind of time based script that periodically uses a different domain, pi-home can't keep up with it it.

In those cases, your only hope is to use browser based ad blocking such as ublock origin.

Beyond that, routers will also cache DNS info.

Also be sure to check if the pihole is properly weorking. In windows, set the pihole as the primary and secondary DNS, and then see if it blocks some of the known ad domains.