Thanks for the suggestions. We may be able to do some, but not all. Each function including complicated technologies, which may related to privacy etc.
Unless I misunderstand, blocking and filtering are now available with AdGuard under Filters, DNS blocklists (I use a BRUME). You can add the lists you want to accomplish your 3rd and 4th points.
Online DNS filtering may have more complete database. Some services have advanced filtering which transfer your data to cloud for analysis. I am not sure how efficient is this. But there is privacy issue for sure.