Whitelist:
N2 sanalytics.disneyplus.com
(if works, for privacy I recommend blocking only this one.)
s.go-mpulse.net (same as N2)
js-agent.newrelic.com (same as N2)
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Maybe it will work. I can’t help much, because I don’t use Blokada PLUS/VPN or HBO Max.
Note: I think Disney+ will not work with VPN.