Hello@Lochie 

Due to Proxy Mode, Range Extender will replace each of its clients’ MAC address with a virtual MAC address generated automatically by Range Extender. Thus the router will take the virtual MAC address of the clients as their real MAC address. 

To set parental control for clients  (laptops, mobile phones) connected to range extender, you could use virtual Mac address ( shows up on extender's web page) in router's parental control settings and see if that helps:  We have an instruction here that might be able to do some help: 

How to set up Mac Filtering on router (blue UI) to control the devices connected to the Range Extender?

Note that if the clients stay connected to range extender, then it uses virtual Mac address given by range extender.

If client connects back to the router's network, it will use the real Mac address.

By the way, will you consider use range extender in AP mode (wired to router), in AP mode devices uses the real Mac not virtual Mac addresses.