Comment by SockThief

https://blokada.org/

Blokada 5 is free. It blocks ads and trackers system wide. It works in all games and apps I checked for the last 4-5 years.

Used to work with YouTube as well, but not any more. I use New Pipe for that.

You're experience may vary depending on block lists you subscribe to, but vanilla set up is already quite good.