Some limitations thoughYou can use Adguard with HTTP proxy and then you get to use another VPN app both working together.
Adguard has a good documentation on this, search for it, or find it inside the paid app.
In the automatic mode, enabling of filtering does not require any action from you. Filtering will work in both mobile and Wi-Fi networks. The problem is that the automatic mode can be operated only on rooted devices.
This approach may not work in some situations. It depends on your firmware and the actual VPN app. In some cases traffic bypasses a manually configured proxy.
In the manual mode, filtering will only work in Wi-Fi networks. You will have to manually configure the use of a proxy server for each Wi-Fi network.
FAQ | Adguard Knowledgebase