Unfortunately, it is not a Pi-Hole problem.
I have connected the modem directly to my computer. Changed DNS to the DNS that is supposed to turn off hijacking (68.105.28.13, 68.105.29.13). Reset both computer and modem. Flushed DNS.
Still hijacking
Changed DNS to Google DNS
STILL hijacking
Changed to other DNS services
STILL HIJACKING
Would like to know what I need to do in order to turn off hijacking. The fact that I am using Google DNS and still getting hijacked sounds like Cox is forcing its way in somehow still and not giving us any choice.