It simply is not perfect in blocking all content. It will "Limit" content, but not eliminate it. There is not a single list of websites that can be blacklisted that will prevent everything, and there are even sites that let you navigate to another site to avoid detection by the content blockers.
You have a couple of options, you can Whitelist websites using the Parental Controls, so your kids can only go to those sites that are on the list or ones that you have added. This gives you far more control over what sites your kids are allowed to access.
The other step you can take is to use OpenDNS to provide another layer of protection for adult content. You can add these free server addresses to your home router or devices. This only works when connected to WiFi, because cellular providers use their own DNS.
https://www.opendns.com/setupguide/#familyshield