Website blocked, Found in 1 list "n" which does not exist

( You may avoid URLs being converted to links (and hitting the link limit thus) by applying </> Preformatted text from the menu. I've edited your post accordingly. )

Thanks!

If your search has indeed been for the full URL, it would always return zero hits.
As a domain blocker, Pi-hole is aware of domains only, not URLs.
Blocking lists for Pi-hole have to conform to HOSTS format, containing only domains or domain to IP associations.
You may use Pi-hole's search utility via Tools | Query Lists to find out which blocklists contain a given domain.

Sorry for not providing a snippit of my search. Performing a partial search for "msft" shows the domain should not be blocked. I did just edit the exact whitelist for www.msftconnecttest.com to msftconnecttest.com, but I assumed that would've already had been covered by my regex in row 1. I'll see if this helps at all...

 Match found in exact whitelist
   msftconnecttest.com
 Match found in https://dbl.oisd.nl:
   5msft1pbpn.centade.com 
   metrics.dc.ad.msft.net 
   msft-billing.blogspot.com 
   msft-mrm.freewheel.tv 
   msft-updates.com 
   msft.demdex.net 
   msft1pbpn.centade.com 
   msftbilling.com 
   msftbillingsupport.wordpress.com 
   msftmaintenancepage.marketo.com 
   msftoutlook.com 
   tmsftp.osny2p7a0k.com 
   ww16.xmrmsft.com 
   www.msft-billing.blogspot.com 
   www.msft-updates.com 
   www.msftbilling.com 
   www.msftoutlook.com 
   www.xmrmsft.com 
   xmrmsft.com 
   zpvmsftdi8tufgj3awetransfer.000webhostapp.com 

From your description, it is not entirely clear what your issue is.

The issue is the "Website Blocked" page that appears whenever the Windows machine queries NCSI over at www.msftconnectest.com. As provided above, it is not located in any block list. I've never seen the behavior of a blocked website followed by something like "found in 1 of 4 lists" but no list is provided, so I can't figure out why this is occurring with Pi-hole. The funny part is whitelisting it there does nothing either as it doesn't exist.

What webpage are you referring to?

www.microsoftconnecttest.com

Did you cater for IPv6 as well?
Try to avoid using Pi-hole's public IPv6 address when doing so. Pi-hole is not meant to be publically available, and with a public IPv6, both your IPv6 prefix and the interface identifier are subject to change (the former by your ISP, the latter by IPv6 Privacy Extensions and the likes), and Pi-hole requires a stable address.

I was reading up on that. I recall a few years back IPv6 domain blocking was broken with Pi-hole. I've seen some user scripts scripts since that help rebind the Pi to your current IPv6 from the ISP. I do have my router set to only serve the Pi as the DNS and nothing else. I use my router as the DHCP server, not the Pi. Could I safely disable IPv6 on the Pi then? Or what would you suggest?

Instead of providing mock answers, you could also consider to disable active probing on Windows altogether. Note that machines with multiple network interfaces may sometimes also fail on Windows passive network probing (for further information on Windows active/passive probing, see Windows 10 wifi - internet connectivity keeps dropping ).

I tried that a few months back before I swept it under the rug for a little while. Every Windows device in my home network ended up reporting No Internet Connectivity with probing off regardless of what was done, so I dropped that option.