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Tell me more, what's your setup.

I use uBlock Origin in Firefox and network ad blocker. Wondering what other options are there.

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In general, install a proxy which has its own certificate, resign every tls session with those keys, add the certificate of the proxy as a trusted certificate on your device.

I’m not familiar with off the shelf solutions for this that have ad blocking built in. Also ads are injected by JS so you need a mechanism to detect that.

More and more ads are now served from the same domain as the site making it harder to distinguish them from real content.

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ZScaler Internet Access will do it with the right blocking configurations (eg, blocking "Advertising" groups).

But then you're using ZScaler and that just feels all nice and icky.

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What would prevent sites from just injecting ads into their content server-side? You'll always need both element and request blocking.
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That's why GP wrote MITM, not just network blocking. MITM implies the middlebox is trusted by the browser in which it has installed a certificate, so can see and modify content.
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