I’ve had similar frustrations with Parental Controls but here are some things that helped me:
After changing the settings at the external parental controls setting site, I’ve noticed a slight delay before they become effective; maybe a couple of minutes.
On my daughter’s PC, I couldn’t get her specific user filtering to take effect although the master filtering settings took effect with no additional action on my part, very soon after saving them. But with her PC, I tried user-specific fitler settings: TimeBlock was set to “All” for every time block (to effectively block all internet access at her PC) but then I overrode that under SafeBlock to allow only a few sites needed for school work. After several iterations of saving the settings under TimeBlock and SafeBlock, it still allowed full internet access. Finally, I tested with a MAC filter and she was disconnected from the network (her PC uses a wireless connection if it matters), so I knew the MAC address that was registered in Parental Controls was valid for her PC. But when I re-connected her PC to the wireless network, her blocking took effect and I couldn’t see any sites except those in her SiteBlock “allow” list.
I also had my (wired) PC registered in Parental Controls for testing a SafeBlock and TimeBLock list. At one point, I set my PC’s TimeBlock to ALL to see if it would disable access and it didn’t right away but did several minutes later (can’t remember if I did anything in between). Anyway, from the external Parental Controls page I removed my PC from the list of registered devices but it still blocked all access. It still showed me as having a registered device in the router’s Parental Controls page (even after refreshing the page), so I unchecked it there and saved, and then my PC went back to having access to the web again. So it seems with UNregistering devices, that doing something on the local router side seems to update the external controls site but not necessarily vice-versa.
I also had the master filter set to Low and was unable to access some “questionable” sites on my PC. ;-) After resetting all time blocks to None, I tried disconnecting and reconnecting the the network (disable/enable PC network adapter) but it wouldn’t let me in. After about 5 - 10 minutes (I was answering some emails and not changing the router setup), I could finally access any site again. So this seems to indicate there is some (fairly significant and not consisten) delay in saving parental control settings and when they start taking effect.
I, too, would like to know how the system works internally. As you asked, does the router constantly have to access the cloud for the master/user filter settings with every web request? That would seem like a lot of overhead so I’m hoping once you make the changes there is some type of router-based database that is updated so all filter settings are truly local.