The Denylist is under your control.

The rest are blocklist.

https://help.nextdns.io/t/q6hmvc6/i-found-a-domain-blocked-by-error

Yes, you can already disable or delete anything you've added to your denylist or probably even add something to the allowlist... I think that would be stupid and nextdns should pop up an alert... extra work, it doesn't need to be doing with each and every request but only once when something is added to deny or allow.