Yup, LAN -> WAN.
Best solution is not to go online 
Tor should really be just as bad as VPN, it masks your location, nothing else.
I haven't been reading up on Tor, so I might be wrong.
Install adblock on your future secondary openwrt router device, until then, swap DNSes on your clients for adguard DNSes, today. If not doable in the 4G, hardcode them in your devices.
Will not stop everything, but some. https://adguard.com/en/adguard-dns/overview.html#instruction
If you use adblock with a lot of blocked domains, get a router with plenty of RAM, it can be a real memory hog. Adblock support thread