Are you using the latest firmware on RV110W? Can you give me an example, what did you test? I just tested blocking URL and also by keyword and it is working. I am on version 184.108.40.206 and I use as URL: amazon.de
Please, note that it is blocking only the http trafic. This router does not support capabilities to block https.
Attached is how I made the configuration. Share if you are testing something else