I use Pi-hole in a similar way and have not seen ads like these in TiVo or Roku.I use My Premiere to record shows I can't get on Hulu, Netflix, Prime, or using Playon Desktop recordings. Playon has an adequate commercial skipper for recordings, providing the media PC has a strong processor (mine is an i5-4590T, passmark of about 5400). I was thinking about upgrading to the new Tivo when it comes out, but now will wait for reviews.
Roku is my main access point to streaming. My pfSense router has an add on package called pfBlockerNG. It blocks as many ads as I can find lists for. This is blocking over the entire household. At this time, it seems to block Roku ads well. I occasionally have to whitelist sites so the home computers get access to the right sites and features.