How to block ads at router level

This is not an entirely self-contained solution, but you could get a Raspberry Pi and install pi-hole. https://pi-hole.net/ Then you make the Raspberry Pi your router's DNS server and the Pi does all the add blocking. It should block ads across your entire Wifi network.

For a router to do this, it would have to be more than a router. To truly filter ads, you have to sit at the application level, layer 7. Routers sit at layer 3 and 4. To a router, ads and legit website traffic can come from the same IP address, making it impossible to differentiate between the two.

You may want to consider changing the Router's DNS configuration to a DNS Service that blocks ads networks. This way, when any device on your network loads a page (or an app) that includes ads, the DNS service will send it to the wrong place, and it won't be able to download the ad. I don't do this, so I can't recommend a specific ad blocking DNS service. If you search for them, there are several options to choose from.