UDM Pro (Unifi-OS) not blocking all ads from lists

I am sure there is a misconfiguration in my UDM Pro as I don't seem to be able to fully apply my NextDNS block lists via the UDM Pro.

It works really well on my iPhone

iPhone -> NextDNS App -> 5g -> https://d3ward.github.io/toolz/adblock.html

Works partially well on my UDM Pro

iPhone/Laptop -> UDM Pro -> NextDNS Cli -> internet -> https://d3ward.github.io/toolz/adblock.html

As I said before, I think this might have a lot to do with my Unifi-OS configuration. Can someone please share with me what they have set for LAN and WAN dns settings?

Also would appreciate any words of experience around this issue too.

Thanks in Advance.