@Hurple 

Another option if your router supports DNS, is to use a DNS that allows you to block sites. Some are fee based and some are free. You need to research which one is best for you. 
 

Not sure why is is not blocking on your router. Does the device have cell coverage?

  @ArcherC8  Thank you for the reply! 
 

No cell coverage on the device I'm trying to block and it does not appear to be device specific based on my experiments with other devices.
 

I am not really a tech person but am reasonably good at figuring things out given good resources. Can you direct me to any?  I don't know anything about DNS. How do I know if my router supports them? In the network settings I see Primary and Secondary DNS. listed under Dynamic IP. There are other internet connection types as options.  I don't know what any of this means and though it is intimidating I am open to trying to learn the basics.
 

I imagine that a DNS would block Instagram (and other sites I selected) for the whole network right? Not just for selective profiles? 

While I begin to learn about DNS, if you (or anyone else) has thoughts as to why the Parental Controls aren't working as they are supposed to, please let me know. 
 

Thanks!

  @Hurple 

It sounds like to me that the device is using a VPN to bypass the controls. Not sure a DNS change on the router will do what you want. 
 

DNS is the internet phone book which there are many versions. Google, cloudfair, and others  are common. Others block some sites to be family friendly. Some allow you to customize the list. Some are free and some cost. You change the DNS settings in your router or device to change to use a different one. I power cycle after each change. Test a few and see what happens. You can always change it back, jusy copy the current setting. 

  @ArcherC8 Thanks for that DNS primer. It is very helpful! 
 

There is no VPN on the device and I tested it by trying to block it on my computer as well to no avail. 
 

This seems to be a common issue with Instagram in particular based on a bit of internet research. 
 

I'd like to think that Instagram/Facebook is not configuring things specifically to be difficult to block by parental controls, but also I wouldn't be terribly surprised.