I still see ad blocker blocking network requests. Does it even work?

Most likely, yes, in case you did your property setup correctly, received the all-green health check result and enabled DataUnlocker in settings. In your browser, you will still see ad blockers counting blocked network requests, as well as net::ERR_BLOCKED_BY_CLIENT errors in the developer tools, however, if you take a closer look, you will notice that now each blocked network request is followed by an unblocked encoded request. "Unblocked" requests are usually not readable, because they are encoded to be invisible for ad blockers.

However, to ensure that DataUnlocker's proxy actually delivers an expected result to your data analytics tools (or any other third-party services), you need to check your analytics tool (or third-party service) yourself, because DataUnlocker doesn't store much data to tell what has happened and how exactly.

Please also take a look at measuring DataUnlocker's impact.