Sounds like the problem could be LuLu.
A profile based DNS filter on iOS is also not analogous to an app on MacOS.
Edit: Just checked and in my “blocked” logs on NextDNS from my phone is, funny enough, stocks-analytics-events.apple.com
This can make complete sense. If an on device app like LuLu attempts to block something, the app could look for a way around it or the app may not even have the permissions to over ride native apps. With a DNS configuration via profile on iOS all DNS traffic is sent through it. But the phone doesn’t know it was blocked, it just received a null response from DNS server.
Again, this is why specificity and data based statements are helpful and throwing up your hands saying “nothing works” is unhelpful.