I can select specific subdomains; I can also use wildcards.
I doubt there is anything an ad blocker can block that I cannot block using DNS. But if you have examples, post them and let's see.
If there is some site with frames that I willingly use regularly, I just bust out of the frame and access the contents directly.
Hence what you are describing does not sound like something I desperately need to do.
The only way I can answer your question is if you give me an example: a website with ads to block. Then I'll test it.
I should note though that cookies are not ads; the original topic was blocking ads - you are shifting the goalposts.
I can select specific subdomains; I can also use wildcards.
I doubt there is anything an ad blocker can block that I cannot block using DNS. But if you have examples, post them and let's see.