I typically browse with uBlock Origin active and Orion's built-in blocker disabled as I don't feel the need to have both working away at the same task at the same time. In my previous post I showed uBO-only results - I had also tested with the built-in blocker active, but I'd neglected to clarify that. Sorry.
Here's what happens with Orion's native blocker enabled in addition to uBlock Origin;

That's with the following blocker settings, which I believe to be the default (?);

(Any lists not shown in the screenshot are not active.)
I then tried doing the following;
- I updated my filter lists, which had previously shown as last being updated on the 27th of January
- I enabled all filter lists in Orion's native blocker
No matter what I try, I simply cannot reproduce the problem reported above. I don't typically use NextDNS and I didn't try testing with any variation of the service they provide. Maybe it was their bad; maybe not.
I'm glad to hear that the problem at least appears to have been rectified for you, OP.