This isn’t an issue (now), but a solution in case someone ran into the same issue’s I’ve just worked through and is searching for the solution.
Setup:
RPi PiHole - LAN
PC - LAN
Laptop - WAN
Android Mobile - WAN or Cellular
I remoted into my LAN PC and was able to follow the install setup in the RPi PiHole without any issues.
Registered and created a network… all good so far.
But as soon as I tried to join the network on my Android phone it wouldn’t do it.
I’d enter the network code and enter my ZeroTier IP for the PiHole, activate and … nothing.
I installed ZeriTier on the WAN Laptop and it worked perfectly, so I knew PiHole was working (I needed to set the ZT Pihole IP in both ETH0 and ZT network DNS settings)
But I couldn’t figure out why the Android app did nothing.
The long and short of it is that ZeroTier works as a VPN.
On my phone I have NoRoot Firewall (which I use 99.9% of the time) and PIA on there too.
I guessed the ZeroTier app was a VPN, so the first troubleshooting step I did was to make sure neither of the other VPNs were running.
But still no attempted connection to my ZT account.
Solution:
While the VPN apps were stopped, there is one android setting I needed to change to allow the ZeroTier app to work.
In: Connections | More Connection Settings | VPN
Ensure none of the VPN’s there are set to be “Always-On”
This setting auto-starts that VPN after a boot (and try to restart if the app crashes)
I know that if more than one VPN is set to auto-start then it can cause conflicts, but even although all were manually halted, the setting was preventing ZT from working
I disabled my NoRoot Firewall from “Always-on VPN”, went back to the ZeroTier app and it connected (yay!). The phone showed a pop-up screen to warn that it was setting up a new VPN and that was it. I authenticated the connection and no more ads in my apps 
It’s a bit of a hidden setting, but hopefully this will make the solution searchable if someone ends up in the same boat