I’m not sure, it depends on your configuration and blocking list. I don’t use native tracking protection, and my blocklist (oisd) prioritizes functionality over blocking, so in my case everything just works and I don’t have anything special added to my whitelist. I don’t like DNS blocking to be in the way and I also share my configuration with some family members, so that’s why I’ve made this choice, but if you prefer a stricter approach you might have to do some whitelisting.
Telegram’s “privacy” is fully based on people trusting them not to share their data - to which Telegram has full access - with anyone. Well, apart from the optional E2EE “secret chat” option with non-standard encryption methods that can only be used for one on one conversations. If it were an actual privacy app, like Signal, they could’ve cooperated with authorities without giving away chat contents and nobody would’ve been arrested. I’m a Telegram user myself and I from a usability standpoint I really like it, but let’s be realistic here: for data safety I would pick another option.