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Or you can use Pi-hole and remove any and all ads :)

Uh, no. Pi-hole is a DNS-based ad blocker, while the ads we are talking about are served by first party.

Yes, and for the same reason YouTube ads will slip through Pi-Hole (at least without some customisation).

Just block all of facebook and their CDNs. Problem solved.

Sure, that also kills facebook access, so two birds with one stone!