It should continue to install
But it just stop while it start to install the packages.
A video for reference: https://youtu.be/60781nhuPvs
root@sunnylo:/home/pi# pihole -d
bash: pihole: command not found
Looks like the install script stopping trying to install those packages at the end of the youtube video.
Try install them individually to see where goes wrong:
sudo apt install dnsutils
sudo apt install netcat
sudo apt install idn2
sudo apt install sqlite3
sudo apt install dns-root-data
sudo apt install resolvconf
sudo apt install lighttpd
sudo apt install php7.3-cgi
sudo apt install php7.3-sqlite3
And please no more youtube 
We cant copy/paste youtube content for inspection and need to retype everything resulting in typo's/misunderstanding etc.
Try copy output from screen to clipboard and paste here 
Sorry for the video. As I'm new to this community.
I've manually installed most of the dependency. But there is a problem when I install
sudo apt install lighttpd
pi@sunnylo:~ $ sudo apt install lighttpd
Reading package lists... Done
Building dependency tree
Reading state information... Done
Some packages could not be installed. This may mean that you have
requested an impossible situation or if you are using the unstable
distribution that some required packages have not yet been created
or been moved out of Incoming.
The following information may help to resolve the situation:
The following packages have unmet dependencies:
lighttpd : Depends: libssl1.1 (>= 1.1.0) but it is not going to be installed
nginx : Depends: nginx-full (< 1.10.3-1+deb9u2.1~) but it is not going to be installed or
nginx-light (< 1.10.3-1+deb9u2.1~) but it is not going to be installed or
nginx-extras (< 1.10.3-1+deb9u2.1~) but it is not going to be installed
Depends: nginx-full (>= 1.10.3-1+deb9u2) but it is not going to be installed or
nginx-light (>= 1.10.3-1+deb9u2) but it is not going to be installed or
nginx-extras (>= 1.10.3-1+deb9u2) but it is not going to be installed
E: Error, pkgProblemResolver::Resolve generated breaks, this may be caused by held packages.
So I try to manually install the libssl1.1 and nginx
pi@sunnylo:~ $ sudo apt install libssl1.1
Reading package lists... Done
Building dependency tree
Reading state information... Done
libssl1.1 is already the newest version (1.1.1b-1+0~20190228092419.10+stretch~1.gbp729d89).
0 upgraded, 0 newly installed, 0 to remove and 0 not upgraded.
pi@sunnylo:~ $ sudo apt install nginx
Reading package lists... Done
Building dependency tree
Reading state information... Done
nginx is already the newest version (1.10.3-1+deb9u2).
0 upgraded, 0 newly installed, 0 to remove and 0 not upgraded.
It is weird that both is already installed, but lighttpd seems to unable to find the dependency.
lsb_release -a
sudo grep -v '^#\|^$' -R /etc/apt/sources.list*
apt policy lighttpd
apt policy libssl1.1
???
Do you need the nginx web daemon as Pi-hole comes with its own lighttpd daemon ?
Looks like a versions conflict that should be able to fix if choose to run only one web daemon (preferably lighttpd).
Ps. If you want a particular version of a package to be installed, you can grab one from the "Version table" like so:
pi@noads:~ $ apt policy libssl1.1
libssl1.1:
Installed: 1.1.0j-1~deb9u1
Candidate: 1.1.0j-1~deb9u1
Version table:
*** 1.1.0j-1~deb9u1 500
500 http://raspbian.raspberrypi.org/raspbian stretch/main armhf Packages
100 /var/lib/dpkg/status
pi@noads:~ $ sudo apt install libssl1.1=1.1.0j-1~deb9u1
Reading package lists... Done
Building dependency tree
Reading state information... Done
libssl1.1 is already the newest version (1.1.0j-1~deb9u1).
0 upgraded, 0 newly installed, 0 to remove and 6 not upgraded.
EDIT: Last thought if need nginx, i believe you can choose to install Pi-hole without web admin/daemon ... not sure.
Umm. I've need nginx for my web hosting cloud. So what should I do? How do I enable the web service with nginx?
Not sure.
Check if possible to run the installer again but selecting without web/daemon ...
You could git clone the web content for the nginx "/admin/" HTML document folder from here:
Search discourse here for more nginx related info.
EDIT: And please dont run an open resolver!
It worked. Thanks 
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