http and https filtering work the same: the app intercepts the webpage and deletes the code and exact addresses that load ads.
the difference is that http filtering does this with unprotected pages, while https filtering does this with protected pages.
pure domain based blocking can only filter based on subdomain, domain, and TLD(country code)
an address is built up like protocol://subdomain.domain.topleveldomain/directory/page.filetype
http and https are protocols, the way data is communicated. (http essentially meaning enhanced text files, https meaning enhanced text files with security) domain filtering is blind to this, so it can filter regardless of protocol but also can't let a specific protocol through.
domain filtering works by overriding requests that ask "where is the server with this domain" and replying with a lie if it's an ad domain, this works for any of the 3 domain bits(and subdomains can stack into sub-sub donains, etc.) this is called a DNS request.
directory and page however are requested from the server the website is on(the one returned by the DNS request), the only way for a domain based blocker to block this is to lie about the location of the server so the server never gets the request for the page, but that also redirects every legitimate content request for that server to a fake location(the lie)
i don't know of any specific pages with ads that can be blocked by http(s) filtering but not by domain filtering because i use adguard with its full filtering capabilities, so i don't ever see any ads.
edit:
https://gamefaqs.gamespot.com/boards
it's not ads in this case, but that page has a "cookiewall" that cannot be blocked by domain filtering or http filtering but only https filtering.
edit2: twitter main feed has sponsored posts that also can't be blocked by domain and use https.
edit3: facebook does the same.
as mentioned earlier https filtering is pretty good to have now because nearly all websites that use their own servers for ads also use https to protect their pages from tampering.
