Privoxy

Privoxy is a non-caching web proxy with advanced filtering capabilities for
enhancing privacy, modifying web page data and HTTP headers, controlling
access, and removing ads and other obnoxious Internet junk. Privoxy has a
flexible configuration and can be customized to suit individual needs and
tastes. It has application for both stand-alone systems and multi-user
networks.

See https://gitlab.com/nephros/harbour-privoxy/-/blob/master/README.md how to set up on SailfishOS.