Opera cannot block all ads because Opera needs to be friends with companies like Google and blocking Facebook will break a lot of websites.
Look for Private Dns, search for it, you need Android pie or later. You can enable this in global Android.
That works but I have several sites broken.
Another option is going to 'XDA forum Blokada' via Google, then you can block whatever you want.
But again, you will loose some functionality when using to much adblocking.
Though it works.
