you have to use ad block extension to disable inappropriate ad's from displaying in your web browser, moreover you could browse in private window to surf anonmously. 

unfortunately, it is not possible to see network information like MAC address on OpenDNS, you could use Wireshark instead of fritzbox in order to find out who is blocking domains.

It seems you didn't block domains being used by the YouTube and PrimeVideo apps,However blacklisting those linked domain is not an practical solution because I would have to repeat the same procedure at least twice a week, since I need to unblock Mov...

check whether your 4G is configured with open DNS or not, otherwise, it will not block Whatsapp services.

You can block the Google games sites by adding sites.google.com to your blacklist, same as weebly.com if you want to have this blocked.