I am using pihole on a Raspberry Pi 4 with Raspian OS. It works really good. However, I am not able to access certain websites because I cannot say yes to the cookie consent boxes. I only discovered websites which has ads provided by Ezoic. (I have a couple of websites myself powered by Ezoic).
Does this have to do with pihole (blocking a specific thing that makes it impossible to answer the consent dialog).
I have seen that behaviour too on some sites, but only with browser-based ad-blockers. That's because browser-based ad-blockers both blocks the content and hides the element, leaving the user with nothing to click on and no way to get past the script that is expecting the click.
I've not seen this behaviour with just Pi-hole, because that would imply that the site is coming from a domain which is not blocked, and the consent content and script is being loaded from a different domain which is blocked.
However if that happens it will show up in the Query Log. A quick way to test it is to temporarily disable Pi-hole in Disable-Blocking > For 30 seconds, and try it again while Pi-hole is disabled (which means it sends all queries upsteam and nothing is blocked). If the site now works and displays the consent, it's a good clue that Pi-hole was blocking something you need, and you can whitelist it.