No, I already have the custom URLs added to the custom blocking rules list. The problem is pop-ups. I don't have M3.5 installed on any of my PCs now, but I will install M3.5 on my VM so I can show you what I mean.
Edit: Sorry, it was a feature from M2.5. So I guess this feature probably got removed in 3.5 already. As you can see in the screenshot, I can add custom URLs to the pop-up blocker list. Is it possible to add this back to M4.x? Thanks.