I've set up a Proton VPN wireguard connection for my TV with Tracker+Ad block on my router. I'm still somehow getting served ads, despite the VPN working properly. Maybe there's a bug in my router config. I will review it later.

(In Proton's Wireguard Configuration Wizard, I've selected "Block malware, ads, & trackers" - see: https://protonvpn.com/support/netshield)