You're right. When I just copy a site name from the Hagezi filter, I see a nice block page,
View attachment 294653
but if I add https in the link, then you're right, I see the certificate error.
mrrfv's script also enables block page for his adblocking script, btw. Did you have any issue with it? I didn't enable it till now because it's easier for me to check on my PC and router's DNS logs to look for 0.0.0.0 to identify what has been blocked. Also, 0.0.0.0 has the advantage of dropping the connection almost instantly.
I'll revert this change. Thanks.