recently bought 2 of the beelink mini PCs - they seem pretty solid so far - they are quite a bit more expensive than the pi but I think they offer pretty good bang for the buck for a small form factor server.
no. the remote server will log the requests based on the client address. it is a good argument for using a vpn.
is your router's dns definitely pointed to the pihole and was the router rebooted after that was set?
they don't get ad revenue from you, they get it from the firms they will be selling your data to. If you are commenting and you have a profile then whatever info they have or can guess about your demographic will be monetized.
better yet, why couldn't someone design a printer that can be 3D printed and use open source firmware?