Thanks for your question and I'm sorry to hear that it isn't blocking as it should. After reviewing the URLs that you listed I think one or two may be missing. If that is the case and you got that information from our support article then that article needs updating as well and I apologize for any unintended confusion. Try adding these two sites to your block list: youtube-nocookie.com4 and googleapis.com6 and see if YouTube starts blocking after refreshing the the Covenant Eyes program installed on your devices. If for any reason it still doesn't block then please let us know and we can do some more in depth investigations.
Thank you and have a great rest of your day.