AdGuard
https://apps.apple.com/app/adguard-for-safari/id1440147259 installed without issues.
When you start the app does it show a message that “Some AdGuard extensions are disabled”?
If you see it and click “Fix it”, does it take you to Safari – Settings – Extensions?
You could try to close Safari and delete its cache:
From Finder
~/Library/Containers/com.apple.Safari/Data/Library/Caches
~/Library/Caches/com.apple.Safari/
or from the Develop menu
https://support.apple.com/guide/safari/advanced-ibrw1075/18.0/mac/15.0
If the extensions still don’t appear, you could try to close Safari and delete its settings for extensions:
~/Library/Containers/com.apple.Safari/Data/Library/Safari/AppExtensions/Extensions.plist
~/Library/Containers/com.apple.Safari/Data/Library/Safari/AppExtensions/ContentBlockers.plist
~/Library/Safari/ContentBlockerStatistics.db
~/Library/Safari/ContentBlockerStatistics.db-wal
~/Library/Safari/UserDefinedContentBlockers.db
~/Library/Safari/UserDefinedContentBlockers.db-shm
~/Library/Safari/UserDefinedContentBlockers.db-wal