Hi Everyone,
I have just finished setting up my own Pi Hole and could not for the life of me work out why it was not blocking any advertisements.
I followed the install successfully , set up my ad lists, set my computers DNS to point to the Pi and not my router, flushed the DNS cache, restarted etc. Could see all of the queries coming through and access the Pi Hole Web interface without any trouble , but the ads just kept on appearing.
For the moment while i'm still testing things out I have not set the DNS on my router to the Pi (ie. network-wide) , just on my PC and phone manually.
The fix in the end turned out to be , I was using Microsoft Edge as my web browser - it has a setting for DNS in it's options , it turns out so does Google Chrome.
Assuming Microsoft Edge on a Windows PC, click on the 3 dots to open the Menu , then go to Settings.
From the options in the left hand side choose "Privacy, Search and services".
Scroll down the options on the right hand side and look for "Use secure DNS to specify how to lookup the network address for websites".
Mine was set to use a custom provider , switching the option to "On" and "Use Current Service Provider" forced it to use the DNS server I had specified in my network adapter settings and finally all the ads have disappeared 
I also checked this on my phone and Google Chrome (Android version) also has a similar setting for Secure DNS.
I thought I would make an account and share this here in the event that it helps somebody else and saves them the time it took for me to find this option! 