Don't run multiple general adblockers (e.g., uBlock Origin and AdGuard) simultaneously to avoid breakage. Combining general adblockers with tools like SponsorBlock is fine.

If your goal is to block browser ads, it's best to just stick with uBlock Origin, as additional filters can cause conflicts or anti-adblock.

Keep in mind many proxy sites log info like IP address, sites visited, etc. They're useful for unblocking sites, but not very useful for privacy.