If I make an ISO backup of my IPfire, does it backup all of the URL settings, blacklist, etc
The ISO backup includes the same backed up files as the standalone backup.
So all the settings for your URL filter, the dhcp, suricata, qos, location block, log settings, OpenVPN certificates and configs etc, etc.
If you want to see what is backed up then you can view the contents by using a graphical archive viewer. You can find many with an internet search.
I use xarchiver and it gives the following view
That whole backup content is also included in the ISO backup version. After completing the re-installation using the iso as normal, you will be asked if you want to restore from the included backup.