Is this a malware domain and how do I tackle?.

Every day I am getting update in the dashboard that many connections to the malware domain is blocked from my android mobile . I installed a firewall in the first place since I suspected and believed some kind of eavesdropping. I have thrown away the old router and is using now a reputed broadband connection and router from a nationwide ISP. I have premium internet security in all my devices since last 6 months. I have setup auto schedule with tight scan settings but no sort of malicious apps or infections are reported by internet security. But the point is clear right , the firewall is blocking connections to malicious domains. In one case the connection was blocked to <www.duuuuuuuuumy.com>. I don't remember exactly. what is your recommendation in this case?. How do I wipe off the malware activity or the suspicious activity which is happening on a daily basis.