My apologies if this has been posted elsewhere. I searched the community and checked the FAQ stuff but couldn't find much specific to this.
I am trying to block ads from a TV streaming channel (Channel 4/All 4 UK) using pi-hole. A friend of mine has blocked some 5 million domains (including that TV channel) but isn't entirely sure how. I haven't. I've only blocked 270 thousand or so.
You might be tempted to pump every available blocking list into Pi-hole.
Don't.
There's no need for that. In my experience, Pi-hole's default lists are already doing a decent job.
If you want to expand on that, go for quality and content, not for sheer volume. WaLLy3k's Blocklist collection is a good starting point (that you alreay seem to be aware of), and Steven Black's hosts files do a good job in grouping blocking lists by topics.
Focus your attention on the sites you visit regularly - if they still show ads, go tune your blacklists until satisfied.
However, some SmartTV brands are notorious for ignoring local DNS configuration and consult their own DNS servers, meaning you would still see ads.
If that'd be the case for you, you could try to configure your router to block outbound DNS for all devices but Pi-hole, or even to redirect those DNS requests to your Pi-hole - provided your router supports that.
I had blocked a lot more but, following your advice, I have stuck to the sites mentioned which doesn't block C4 however, as Chris says, I have found out how to add individual domains so using the info on Reddit successfully blocked the ads for the channel