For urlblacklist.com yes.
I want to say yes. I've opened up the file and it contains documents that appear to be in the same format that DG is using. Within each blacklist directory you usually have a url and domain file where then offending items are listed. Shalla's list seems to follow that format though I have not yet personally attempted to import the files yet.
The DNS content filtering will work with any internet connection and is not dependent on your ClearOS system at all beyond the DNS pointer (if you use ClearOS as a DNS pointer).