We study Einstein's gravity coupled to nonlinear electrodynamics with two parameters in Anti-de Sitter spacetime. Magnetically charged black holes in an extended phase space is investigated. We obtain the mass and metric functions, their asymptotic and corrections to the Reissner--Nordstr\"{o}m metric function. The first law of black hole thermodynamics in extended phase space is formulated and the magnetic potential and the thermodynamic conjugate to the coupling are obtained. We proved the generalized Smarr relation. The heat capacity and the Gibbs free energy are computed and phase transitions are studied. It was shown that the electric field of charged objects at the origin and electrostatic self-energy are finite within the nonlinear electrodynamics proposed.

The logarithmic correction to Bekenshtein-Hawking entropy in the framework of 4D Einstein$-$Gauss$-$Bonnet gravity coupled with nonlinear electrodynamics is obtained. We explore the black hole solution with the spherically symmetric metric. The logarithmic term in the entropy has a structure similar to the entropy correction in the semi-classical Einstein equations which mimics the quantum correction to the area low. The energy emission rate of black holes and energy conditions are studied. Quasinormal modes of black holes are investigated. The gravitational lensing of light around BHs was investigated. We calculated the deflection angle for some model parameters.

A Hayward black hole and magnetically charged black hole based on rational nonlinear electrodynamics with the Lagrangian ${\cal L} = -{\cal F}/(1+2\beta{\cal F})$ (${\cal F}$ is a field invariant) are considered. It was shown that the metric function in both models possesses a de Sitter core without singularities as $r\rightarrow 0$. The behavior of the Hawking temperature and the heat capacity in these models are similar. The phase transitions take place when the Hawking temperature has the maximum, and black holes are thermodynamically stable at some event horizon radii when the heat capacity is positive. We show that the source of gravity in the Hayward model is questionable.