I have a combination of unbound with proper blacklists, sensei free and adguard on my devices. Works very well!
Adguard is only installed on some devices, not all.
but why not just do it if it's possible... An ad (or malware) which is not blocked by one is hopefully blocked by the other...
Some people might suggest you AdGuard plugin within OPNSense. They both have the same purpose but they work totally different, AdGuard has some weird way to deal with things. Just compare both communities to see the posts. Anyways