If you want AdGuard VPN and AdGuard Ad Blocker to work together, check if Integrated mode is enabled in AdGuard VPN: Application Settings → Operating mode → Integrated mode.
If you install AdGuard VPN after AdGuard Ad Blocker, the Integrated mode turns on automatically. If you install AdGuard Ad Blocker after AdGuard VPN, you need to enable this mode manually.
In iOS, serious problems may occur when using multiple VPN services at the same time. Check if there are VPN apps in addition to AdGuard Ad Blocker and AdGuard VPN: it may cause disruptions.