I may not properly explain for the previous post. Let me re-phrase and hope you will get the explanation.
For sure content Blocking for Web Blocking will work for both HTTPS/HTTP protocols.
The “block page” will only displayed for HTTP websites and not for HTTPS websites. The reason why the block page is not displayed are because HTTPS connections are secure and encrypted and all request within the HTTPS request are not able to be intercepted for the block page redirection.