Have you forced all your DNS traffic to go thru the router? In some cases, these "SmartA&& apps" hardcode their own DNS servers into the app... to be sure you see their crappy ads. Sometimes there's little you can do about that...
LAN > DNSFilter > Enable DNS-based Filtering > ON --> Router.
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It was not enabled, so I did that. But I'm still having ads. I should be working on my old SmartTV, since I have used Adblocking DNS on it. What other settings do I have to to set in the router?