I have Proton VPN for when I need to connect to wireless networks like hotels, coffee shops, etc. The majority of time for my phone and tablet, I use Netguard from FDroid (for all the features). Block everything as default and then only allow specific apps that need internet access to have that. You can choose to allow each app with internet access to have it at anytime, or just when the screen is on. This just stops at least 80% of the reaching out that my devices do. I alao use Next DNS systemwide on those devices. Adblocking by OISD and Hagezi pro++. That just works without drama. Formy laptop, I have Linux only, the basic firewall and Proton VPN at all times. I only have more ad blocking within the browsers. Browsers for my laptop are Hardened Firefox, Librewolf and Brave. I separate the use of each for different things i.e. shopping, general browsing, social media. Always have at least 2 separate browsers!