On mobile, I've encountered ads which create redirects away from the site I was originally on, triggered by ads. This has happened on many large sites, not just small ones (think: CNN, Bloomberg, etc.). It used to happen a lot more, but I've still encountered it within the last six months or so. Using the mobile web is near impossible without running an adblocker, unless I'm willing to shell out a grand for the next generation phone to run the horrendous amounts of javascript for ads.
EDIT: Oh, I see you're massively limiting this scope to first party ad networks. I guess I have never really experienced issues with first party ad networks, as I practically never experience them. If they're truly first party ads, then they probably won't be blocked the ad blockers I run, because they'll be served by the same site I'm trying to access being first party and all.
https://www.wired.com/story/pop-up-mobile-ads-surge-as-sites...
EDIT: Oh, I see you're massively limiting this scope to first party ad networks. I guess I have never really experienced issues with first party ad networks, as I practically never experience them. If they're truly first party ads, then they probably won't be blocked the ad blockers I run, because they'll be served by the same site I'm trying to access being first party and all.