Is there by any chance these two are conflicting with each other?
On Chrome / Dragon for example when both of these enabled, sometime the notification from addons menu show an error for PrivDog, something related to failing to redirect something (i forgot the exact term but i’m sure you can replicate it easily).
I run some quick test on Firefox, for example on arsenal-mania.com when both HTTPS Everywhere and PrivDog are enabled, the ads are not blocked nor replaced by ads from AdTrustMedia. But with HTTPS Everywhere disabled, PrivDog working perfectly. No more flash-based, third-party ads, instead it is replaced by standard static ATM ads.
I’m not sure if this is a bug, or just simply the nature of both products.