The functions "Block ads", "Prevent tracking" and "Anonymize browser type" are provided by a proxy server that runs locally on your system and filters out unwanted content.
On some PCs that proxy server does not work properly. If that happens, the Online Shield automatically disables the proxy server and deactivates the three functions that rely on it. Sometimes this can happen right after starting or waking your system (due to timing issues between the start of the proxy server and the availability of your internet connection). In that case, it should be sufficient to activate the desired options again once.
You can also try reinstalling the Online Shield.
If none of these hints help, please send a request to our customer service and describe the problem in as much detail as possible.