How to add blacklists from a file

These are not URL's, these are domains. Let's take a look at what constitutes a URL:

https://cnn.com/electionresults/index/2020

https is the protocol

cnn.com is the domain

everything after that is a path on the domain.

In your list, everything is a domain, and these would be added to the blacklist.

r2---sn-ni5f-ttjz.googlevideo.com
r4---sn-vgqsknlz.googlevideo.com
r1---sn-ni5f-ttjs.googlevideo.com
r4---sn-ni5f-ttjz.googlevideo.com
r3---sn-ni5f-ttjz.googlevideo.com
r2---sn-ni5f-ttjs.googlevideo.com
r1---sn-ni5f-ttjz.googlevideo.com
r3---sn-ni5f-ttjs.googlevideo.com
r4---sn-ni5f-ttjs.googlevideo.com

Your best approach might be to use something that already works with Pi-hole V5. This thread may be of interest: