I have researched this issue and added multiple Adlists, but I still cannot block these ads. I think the lists might not be comprehensive enough. I would appreciate any advice on how to block them effectively.
*I have installed Pi-hole on a Pi Zero 2 W
You need to check which domains are serving the ads and block them.
Try to find out where the ads are coming from using these tools:
Note:
Some ads are served from the same domain as the content.
Example: you visit a page in www.domain.com/page and the ads are coming from www.domain.com/ads. Both are coming from www.domain.com.
In this case, you can't block ads with a DNS sinkhole, like Pi-hole.
Unrelated to your issue, your Debug Log shows you added ntp.msn.com as an adlist.
This is not an adlist and this is not a valid URL.
If your intention was to block this domain, you need to remove it from the Adlists page and add it to Domains page.