Do you mean iOS or Mac here? With iOS it is true, because it can't filter ads in apps otherwise; with Mac the regular adblocking is sufficient.The regular ad blocking does not prevent what your DNS does.
This is something we plan to implement in Mac version, but it will not be based on DNS blocking.For instance the Family Protection is the option that I enabled on all my iOS devices.
The tool itself is open source and is not directly linked to opendns, so it shouldn't be a problem.First it is provided by OpenDNS which is far from the best DNS for me.
It was not that bad in my case. Although it was not good Resolvers file is updated automatically, but you may need to restart/enable/disable it a few times before it is finally doneAlso, the DNS file provided: /usr/share/dnscrypt-proxy/dnscrypt-resolvers.csv needs to be changed with the DNS you want to use.