I agree with all the other comments that are saying this is probably fingerprinting, but you can check whether refusing cookies is doing anything. Two ways:

1. On a page where you refused all cookies but are seeing targeted ads, open developer tools and go into the "Application" tab. Open up Storage > Cookies. Do you see anything listed? You should see nothing there. You also shouldn't see anything in the rest of storage, since "cookie" consent is really "client-local storage consent".

2. You can check whether cookies were sent on particular network requests, like the ones to the ad companies. Open a new tab, open devtools, open networking. Then paste the URL in the url bar. Find an ad request in the networking tab: do you see a "Cookies:" header? If so, it sent a cookie for you.