Since TBlock uses the hosts file, it gives you a systemwide protection. However, it can't block specific scripts like browser addons do. It means that you may still see some sneaky ads. The only thing you can do is to subscribe to more and to bigger filter lists.
If you use Tor Browser or if your browser uses DNS-over-HTTPS, it will interfere with TBlock. Since TBlock acts like a DNS server, it can't be used if the browser proxies the DNS requests. You'll have to disable your browser's settings, or, in the case of Tor Browser, simply don't care.
Simply because that means that they would by able to redirect any domain to any server they want. This could cause compromise all your network traffic.
For example, a filter list could redirect your mail server to a phishing website, and you wouldn't even notice. This is why it is recommended to allow only trusted filter lists to set redirecting rules.
You can check at any time if there are any redirecting rules set by running:
tblock -l | grep "REDIRECT"
It depends. If the issue you found is a vulnerability, than please report it to us via an encrypted email. Otherwise, have a look at this document that contains useful information for reporting issues.
If you want to make a backup of the filter lists you subscribe to, you can simply run the following:
tblock -Lk > tblock-backup.txt
Then, to restore it:
tblock -Sy $(cat tblock-backup.txt)