If you are already using a VPN for other purposes, then in order for Adguard filtering to work, you can turn it to a HTTP proxy server mode. The filtering mode can be changed in the Advanced Settings.
In this mode, there are two ways to set up a proxy: automatic and manual.
In the automatic mode, enabling of filtering does not require any action from you. Filtering will work in both mobile and Wi-Fi networks. The problem is that the automatic mode can be operated only on rooted devices.
This approach may not work in some situations. It depends on your firmware and the actual VPN app. For some cases traffic bypasses manually configured proxy.
In the manual mode filtering will only work in Wi-Fi networks. You will have to manually configure the use of a proxy server for each Wi-Fi network.