If you’re using a custom ROM or Magisk Modules, make sure that modules aren’t interfering with the way Blokada works. It has been reported that some of the modules that are network-settings related might cause some issues.
One example is Magisk Cloudflare Module, which needs to be disabled to maintain connectivity.
Additionally to that please note that some custom ROMs ship broken VPN Implementations or no VPN at all. It’s incredibly hard to find this issue and it isn’t adreessable by us 
I am using a custom Android ROM (runs Android 5.0) With Blokada 4.7 and it runs fine. i don’t know the name but i will edit the name once i find out.