Some newer TVs are starting to have hard-coded DNS servers, which means they’ll bypass most PiHole configurations.
You could try configure your router to redirect all DNS traffic (UDP port 53) to your PiHole server, but that won’t work if they’re using DoH (DNS over HTTPS) which is becoming more and more common.
Facebook doesn’t sell your data, nor does Google. That’s a common misconception. They sell your attention. Advertisers can show ads to people based on some targeting criteria, but they never see any user data.