…not necessarily.
To know for sure that ADR is working one should see the settings improve (in EU868: data rate increasing, so SF decreasing). What @suendermarkus is seeing is the opposite, which does not prove much. For EU868, DR5 equals SF7, so assuming EU868 those nodes were set up to use the best data rate, but still one ended up using a worse setting, SF9. Maybe ADR caused this long after the node joined. But when using OTAA, if no Join Accept is received, then a node will at some point also worsen its settings and try again. Such changes during OTAA are not related to ADR, in which the server tells the node to change its settings.
In other words: the increase in SF might just be the result of failing OTAA attempts. One form of prove that ADR is working would be that a node, after being connected at some data rate, at some point in time ends up using a better data rate.
That’s likely caused by the settings used for your uplink; TTN prefers RX1.
As an aside, just to be sure you know: if OTAA is working for you, then that proves that at least some downlinks are working. You can see in TTN Console which data rate was used for the successful OTAA. Even though the RX1 and RX2 settings for OTAA Join Accepts are much longer (5 and 6 seconds versus 1 and 2 seconds), “regular” downlinks should then probably also work for that data rate. First of all make sure you see the downlink in the Traffic page of your gateway in TTN Console.