Not so easy, a lot of engineering and money to accomplish it.
See https://github.com/AdguardTeam/AdGuardHome/issues/640 (You are not alone).
But basically you will need to respond with your local/public managed "blackhole" web server IP.
(1) AdGuard > DNS Settings > DNS Server Configuration > Response > Custom IP.
Blackhole means that it must be configure to serve any domain and any on them URL.
(2) It has to have a root certificate valid that you can install on the browsers (or will break with https), for example:
Advanced Cisco Umbrella features, such as IP Layer Enforcement, SSL Decryption through the intelligent proxy and the ability to block your own custom URLs require that you install the Cisco Umbrella root certificate. Other features, such as File Inspection, gain greater efficacy from having the...
This will work for main pages, but not for embedded links (e.g. ads, chicken-egg) or other files like .css, .js, .gif, etc.