I wouldn't recommend running them on the same device, mostly because you'll want everything to be sitting behind openwrt as your firewall.

I've successfully run HA and PiHole (and also HA and Adguard) on the same pi4 before now.

First I would check and see if you can get your current router to use a DNS address other than the one your IP put on it. If that's the case (unlike me) you can just point your router at your PiHole (or Adguard) DNS and have adblocking network wide.

If you can't do that (like me) then I've had quite good results from having PiHole (or Adguard) running as my DHCP server. This is the thing in your network that gives all your devices their IP address. First you turn it off in your router, then turn it on in PiHole and configure it from there. You can then have this DHCP server point at your PiHole DNS and have adblocking network wide.

The downside is that all your devices will then have a new IP address given by the new DHCP server. To combat this, you should save your IP reservations or maybe even all the IP addresses on your network, and set them as static IP addresses on your PiHole DHCP server.

It works. But if your Pi goes down at any time your devices may forget who they are (lose their IP address reservations) and have a bit of an existential crisis. Easy fix, usually just turn it off and on again and reboot your router, and maybe all your devices, so they can "Find Themselves" again.

Best of luck

Depends on how much RAM your RasPi 4 has. And if you use HA-addons that use lots of RAM. You could also switch from PiHole to AdGuard. The latter is available as a HA-addon.

Maybe have a look at something like Docker to set up containers for multiple services on the same RasPi. Docker can also set up networking so you can route everything through something like OpenWRT.

You could maybe virtualize HomeAssistant and Pi-Hole on the Raspberry Pi (using Proxmox, Docker, etc.) depending on exactly which model it is and how much CPU and RAM those services need for your use-case, but IMO as cheap as Pis are [supposed to be], kind of the point of them is to be able to buy several and use one per service.

Anyway, you told us about your TP-Link wireless extender, but what's your actual router? That's the important thing to be running OpenWRT on. (Don't get me wrong: putting OpenWRT on the range extender would be nice in a "all my devices are running trustworthy FOSS firmware as a matter of principle" kind of way, but it shouldn't actually be doing anything non-trivial other than extending your wifi range, so it's not as if there'd be a practical benefit in terms of functionality that would make sense.)