Does Privacy Guard work in private mode? It appears inactive in this mode

Hi. I’ve noticed that when using private mode, Privacy Guard doesn’t register blocked ads or trackers. Is this normal behavior for this mode? Clicking the icon shows that Privacy Guard is enabled.
Additionally, I’ve noticed that when Privacy Guard is set to the “Basic” or “Balanced” level, websites don’t display correctly or fail to work altogether, whereas they work flawlessly on the “Strict” level (in both private and normal modes).
I’d like to know if the “Strict” Privacy Guard level works in private mode.
(Operating System - Windows).
Thank You.