Yep, I watched it last night after seeing this thread. Almost made me hesitate to pick up my phone this morning. I'm probably pretty safe as the Fire is the extent of my social media addiction, and I use adblock.
You need more than an ad blocker. You need software to prevent tracking.
Browser extensions.
uBlock Origin (much better ad blocker)
Privacy Badger (anti tracking)
HTTPS Everywhere (force the use of encrypted traffic)
All these are open source and free.
This still does not guarantee stopping all tracking, but it helps a lot, and it is much better than just adblock.