first, I am using latest Privdog and Firefox versions (126.96.36.199 // 25.0.1).
Reproducing the problem:
Select Firefox to “Show my windows and tabs from last time” under General settings - Startup.
Have “block all ads” selected in Privdog settings (everything else on default).
Open a internet page (e.g. http://www.guru3d.com/), then close the browser.
When FF starts again, it loads the page with ads (e.g. on the top of the page).
Then if you refresh the page, the ad gets block properly.
Maybe the devs could look into this.