Happy holidays to you, and best wishes for the new year.
Even under the best of circumstances there are limits on what you are able to block because, fundamentally, content providers like YouTube, Facebook, Spotify, etc. don't give a damn about protecting our kids from inappropriate material.
To their credit, Microsoft's own parental controls are effective but quite limited. There is a great deal of third-party parental control software that you should definitely consider for more comprehensive protection.
Something else to consider is a third-party DNS service, which will completely block undesired websites, but those websites will be blocked for every computer in your household. I use OpenDNS, which is free.
But I have to emphasize: No amount of parental control is going to prevent YouTube from showing inappropriate videos to your kids.