Some ISPs will block domains the same way that Pi-hole does – by returning a non-routable 0.0.0.0 address when you query their DNS for that domain. They still can route to that domain, so, if you use a different DNS provider that is returning the real IP, you'll be able to reach it via the ISP that is otherwise blocking in this way.
If you put the appropriate DNS provider in Pi-hole's upstream setting, Pi-hole will use that DNS server. If the DNS server is returning the real IP you will see it as a green entry for Type A, Domain name, Status OK, Reply IP. If the DNS server is returning a non-routable 0.0.0.0 you will see it as a red entry for Type A, Domain name, Status Blocked (external, NULL), Reply IP.
The reason I gave my earlier reply is that your symptoms imply that some of your queries are in fact not going through your Pi-hole. This could be because your computer has an additional DNS server configured without you you realising it, or even that it's using IPv6 to also continue using your router which is then asking the ISP DNS.
If you are making some queries that are not behaving the way you expect, and they are also not showing up in the Query log, this is a good indicator that this is what's going on.
If all your queries are showing up in Pi-hole, you can check if the third-party DNS's reply matches your expectations. Perhaps they are blocking some domains this way too.
You can use the command below several times in succession to see which DNS server or servers are being used by that computer, and the IP address received for the domain in question (example.com here). You should be seeing your Pi-hole's IP for the lookup, and the domain and its IP below that, and the Pi-hole should also be showing these queries in the Query Log.
nslookup example.com
EDIT: when you change the DNS server on the Pi-hole and check on the computer, the computer itself may have cached the earlier result for some time, eg an hour. Perhaps this is what you're seeing. In Windows you can flush this cache with the command
ipconfig /flushdns
On the Pi-hole you don't really need to do this, but for completeness you can flush the cache by going to Settings > System > Restart DNS Resolver or using the command
pihole restartdns