Most of these features are the result of sending selected traffic to a sinkhole, instead of filtering all internet traffic. This means that advanced features, like address based filtering (needed for hosts blocking), traffic logging, and on-demand configuration, are not possible. Routing selected traffic into a sinkhole relies on the VpnService API introduced in Android 5.0 (Lollipop).
For up to date info on device compatibility, questions and answers please read more here: http://forum.xda-developers.com/showthread.php?t=3233012