From my experience Netshield is better than nothing but not better than uBO, I use the two in combination with each other. This helps not only because they can compliment each other but Netshield also blocks ads device wide where uBO is only within FF. It also helps encrypt your DNS queries within the VPN tunnel if that’s something your threat model calls for. My only complaints are the block lists Proton uses aren’t known to anyone so who knows what they use. You also can’t see what is and what isn’t being blocked and last time I checked the protonmail app connects to google firebase, so would ProtonVPNs Netshield block that if Protonmail uses it? I’m not sure. If you want something where you can manual select blocklists and see the queries being made use NextDNS.

Its on their roadmap and it says import should be coming this month so it’s not too long of a wait.