You can get some of this with a pi hole/vpn setup. There’s actually a really nice one you can get as a droplet (basically a virtual machine) on Digital Ocean.

https://marketplace.digitalocean.com/apps/pi-hole-vpn

Once it’s up and running it can be a full tunnel vpn or just a dns solution (also over a split tunnel vpn).

Might not give the full tracking protection exactly but will kill most ads.