You can do it via any of the tun2socks implementations. Maybe this can achieve what you want (it's an app with a hardcoded leaf config, you will have to compile it yourself)
If you're fine with proprietary code, this should be enough.
Adblock Client for Mobile?
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For the browser, use Firefox (Fennec or Mull in F-Droid) with Ublock Origin. For anything else, honestly if the app has ads you should avoid using it anyway.