Zen (Full-OS Ad-blocker)

No!

This installs a root certificate to directly manipulate traffic.
You must trust that it absolutely handles all TLS interactions properly, and even then it’ll obscure your browser from handling that correctly.

You’re far better off using basic global DNS-based filtering combined with a powerful in-browser content blocker (uBO).

edit, related: HTTPS Interception Weakens TLS Security | CISA

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