Hey @BigDaddy034,
After setting the URL to be blocked, you may try rebooting your network so that you can be sure the changes are applied and will affect all devices. I would also recommend double checking the time range for the controls if you have them set and that you selected blacklist instead of whitelist.
Do you have an example of the URL that you are trying to block?
The content filters also use a keyword blocking function, so you may try simply adding the keyword for the domain rather than the full URL (eg Facebook, Netflix), and you should consider removing https:// and www. from the URL being added. (eg. google.com)