You can try using Orbot. Maybe things are different there. For now it’s a more-developed app than Tor VPN. Tor VPN is in Beta right now and is not really intended for actual use. (especially since it uses Tor-Arti)
If you want to block ads in a browser, then you can do so in the Firefox Android browser by installing a few extensions like Ghostery, uBlock Origin, Privacy Badger.
If you want to block ads system-wide, then you can use a firewall app such as Rethink. There you can download blocklists and configure a proxy to use for proxied apps. (such as running Orbot in proxy mode so apps could use it through Rethink - and the ads would get blocked.)
It technically could and should work, but it seems like it’s not working and it’s not recommended anyway.