I wish I had a solution - I've done all those things and still some sites will do what you describe - if I click on a page, another tab opens up that I have no interest in. I searched a little online and found a Business Insider article for Macs, and it advised the same as you have done. Here it is, in case you want to read it:
https://www.businessinsider.com/guides/tech/how-to-block-pop-ups-on-mac
But the reason I'm sharing this is that they have a parallel article for the iPad, where, if you are still having pop-ups after taking all the steps described, they recommend clearing the history and website data:
https://www.businessinsider.com/guides/tech/how-to-block-pop-ups-on-ipad
Not sure why they don't recommend it for a Mac, except that maybe it's more complicated. Here's what I know about:
Website data (cookies): Safari/Settings/Privacy/Manage Website Data/Remove or Remove All
History: History/Clear History
Caches: For this you have to enable the Develop menu in the menu bar:
Safari/Settings/Advanced/Show Features for Web Developers (at the bottom).
Once you have that, the Develop menu has the option to Empty Caches.
I haven't tried any of this clearing/emptying business long enough to know if it blocks any pop-ups, but it's possible, I guess.