How would I block a URL from loading like AdBlock does?

For example https://example.com/hi.js

I've tried this with XMLHttpRequest, but didn't succeed. I would very like to do this in JavaScript. Not DevTools or some other stuff.

XMLHttpRequest.prototype.realOpen = XMLHttpRequest.prototype.open;

// Create a new function to filter out certain urls
var myOpen = function(method, url, async, user, password) {
  // Redirects the /pause to /play
  // (which will do nothing since Spotify is already playing)
  if (url.match(/doubleclick/gi)) {
    alert("a")
    url = "about:blank";
  }
  this.realOpen(method, url, async, user, password);
}

// Overwrite the original open with our modded version
XMLHttpRequest.prototype.open = myOpen;

Please DO NOT answer with "it's not possible" or "use DevTools instead" when clearly AdBlock is capable of it.