I wish I was able to actually SEE what’s being removed or blocked.

That would be awesome. It doesn't even have to be elaborate, just something simple to show what is being done.

I know it isn't exactly the same thing, but I noticed something yesterday I've never seen (noticed) before on a website where tracking prevention worked and popped up a prompt. I clicked on a video on a news website and got a prompt from safari saying that playing the video would allow Facebook to track me. Clicked on cancel or don't allow and it wouldn't play the video. First time I've ever seen it do anything to visually let me know it's working (besides some stuff in console).