@Mullet,
Unfortunately, there are a lot of factors that can affect parental controls; until HomeShield 3.0 comes out, these limitations have to be worked around. It is also worth mentioning that the parental controls are still looking at individual device traffic and not the traffic of the whole network. This means that you must assign a device to a parental control profile before you would see any changes in blocked content. The most surefire way to block traffic, as a result of all the additions to devices to block tracking, is to use the parental controls at a device level, which may be in the settings of the client device or may require another app.
On the device or phone that you are setting the parental controls up for, please ensure that you have disabled the private addressing feature for your home Wi-Fi network. This feature prevents the router from keeping track of which device is which and will prevent the controls from taking place. After changing any networking settings, it is recommended to either wait 30 minutes or restart the router/client so that credentials are refreshed.
Lastly, if this is a mobile phone, the device may be automatically switching over to a mobile connection for the blocked sites.
Have you tried with additional devices to see if the parental controls are working, and if it is limited to just your device being able to access these sites?