I was doing some testing and I noticed that when I add a domain to the Blacklist that it does not seem to be instant on the client. Once the domain was added to the Blacklist, from a client, I was still able to access and browse the Blacklisted site for a while. This was added via the Admin Console. I confirmed from command line by issuing a 'pihole -b domain.com' and it did show the domain was added to the Blacklist and not in the Whitelist.
You client probably has the IP address for the domain cached for that domain.
By default windows caches good DNS responses for 1 day, you can manually flush it by running ipconfig /flushdns from the command line.
I don't use Windows. Linux is my preferred OS.
However your Linux distribution flushes the DNS cache, you'll need to do that to get it to immediately show up. Otherwise, it will not be blocked until the next time that device queries Pi-hole for that domain.
Sure, was just by way of example.