Using drony to enable system wide ABP
Its better to block ads on android through the hosts file rather than via a proxy but you need root for that. If you have root access the you can use Adaway along with  an updated hosts file from XDA for a stricter ad blocking.( You can add the source location of the hosts file in adaway)

http://adblock.mahakala.is

If you don't have root access then you can use adgaurd. But it sets up a vpn. For more effective ad blocking in apps, you should get adguard premium version.