Sorry to disappoint you, your phone has no protection against trackers, cookies, location services, etc. A vpn only will hide your IP address to some extend, but your unique device id will still identify you.
about ad blockers. They BLOCK adds. That’s it. You don’t get them shown in your browser, with luck they are not loaded.
Blocking every tracking with adguard is limited because cookies are still allowed in your browser. Try blocking every cookie and visit some website. The result is abysmal. Lots of sites will simply refuse you, and sites that do show something look horrible. Cookies have a useful function.
We do share a loathing of the “social media” however. I wouldn’t mind if they where declared criminal. Worldwide.