Yeah, it seems like it's a systematic issue. Thank you for your help, though!
Well, I actually found an acceptable work-around for my specific use case. Now, instead of the Archer A7 the Vodafone Station provides Internet via Powerline to the WR940N upstairs. In order to still block ads in the WR940N's network, it uses the Archer A7's OpenWrt (which has the adblock package installed) as its DNS server: How to use OpenWrt as DNS from different network?