You can install DNS content blockers (like NextDNS) on Apple TV which will take care of a good chunk of ads and privacy violations. This also works if you install a VPN App that has those options.
Not sure what you would install on a shield that would be much more effective. Maybe you could explain.
I want to add to the other comment but also for you to be notified. You may have to enable the Canvas feature in the settings menu before you can use it.