I'm having the same problem: domains on the whitelist are still blocked. For example, the domain api.qustodio.com is blocked by the Hagezi Pro++ list, and it remains blocked when I add this exact domain to my whitelist. I'm running OPNsense 25.1.3-amd64.
Edit: I found a solution, or at least a workaround, on reddit:
https://www.reddit.com/r/opnsense/comments/1e5tj5g/unbound_dns_blocklist_whitelisted_domains_not/
Instead of whitelisting api.qustodio.com I whitelisted (^|.*\.)api.qustodiocom$ and flushed the cache.
Edit: I found a solution, or at least a workaround, on reddit:
https://www.reddit.com/r/opnsense/comments/1e5tj5g/unbound_dns_blocklist_whitelisted_domains_not/
Instead of whitelisting api.qustodio.com I whitelisted (^|.*\.)api.qustodiocom$ and flushed the cache.