I'm having the same problem on a One Plus One only since Lollipop. Prior to Lollipop, this worked perfectly.
Running ADblock v1.3 build 359
Proxy settings are configured for localhost and port 2020
This seems to relate - https://issues.adblockplus.org/ticket/1667
(I found it previously on my phone whilst searching for a solution, but as I wrote this the 'adblock issues' website is currently having some issue of it's own.)
If others are having the same issue, please update the issue link above