Yes, this isn't the ultimate solution, but what you said is an overstatement.
The biggies like YouTube, Facebook, Instagram, etc serve ads from their own domains, but almost everything else uses an ad network which can be blocked.
> most ads in your phone apps come from ad intermediaries
I don't know about the intermediaries you are talking about, but all the ad-ridden proprietary mobile apps that I use (the ones that don't self host ads) are blocked by DNS based ad blockers.
The one thing that these DNS based ad blockers can't do however, is block in page annoyances which is why using an extension like uBlock Origin is still necessary.
Also beware as most ads in your phone apps come from ad intermediaries that are either dynamic or constantly change.
Pi-Hole is a cool project but please take in consideration those two when using it. We are far from the 90's in ad-tech.