Are Anti-Blue Light Glasses Really Effective?

There are many types of them.
Beware of fake ones. If the lens blocks all (or almost all) the blue light from the test pointer but the edges of the lens turn blue/purple it means it's fake, it doesn't block or reflect the light but absorbs is and you are looking at a concentrated blue light. The wave length of the harmful blue light is invisible to us (like the UV) so you won't really feel that immediately but you will experience the side effects and negative effects of it even stronger when using the fake lens.
A proper filter doesn't always block over 40% of the blue light, but this reduction is usually the most comfortable one and benefits the most. However, there are cases a person requires a special filter like gaming glasses with yellow lens to reduce even more blue light or block a different range of blue light.

So if you talk about effectiveness you should talk about personalized fitting.

Personally, the only blue light I like is Stress-free by optiswiss. They block only about 30% of the blue light but the special coating blocks glare and the everything through the lens looks the same color and not dazzling.