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The ad blockers work great for me in Samsung Internet. Perhaps the ads you are seeing are from 3rd party apps that you have installed.
Try booting in safe mode and see if you still get the ads while booted in safe mode. If you don't see them, then a 3rd party app is pushing those adds to your screen. To help determine which app is pushing the ads, you can use Nice Catch which is part of Samsung's Good Lock app.