What is the exact URL (the one you posted does not lead to a web page)? With that, we can load the page and see what is going on.
This does not necessarily indicate your setup is not working. They may be serving ads from the same domain as the content, which is difficult to block with a domain blocker such as Pi-Hole.
These tools can help you determine where ads are being served from:
Pi-Hole blocklists are in HOSTS format, if this is what you are referring to.