How does contextual advertising work and how to bypass it?

Question

Yandex.Direct

I understand that when searching the Internet and when visiting sites, this request is attached to my ip, or is it stored in cookies?
I tried to use proxy anonymizers, but there are sites that swear at them and do not let them into the site.
How not to the detriment of privacy * and convenience of work (so as not to bother too much with blocking access to the site when the site does not let you in) hides from these cunning advertisers?
*By private life, I mean that I will not be pursued by advertising for my requests or actions, and if it is, then let it be false, and one that does not know that I am its target audience.

Answer 1

Why would you want to see ads at all? Install AdBlock / uBlock.

Answer 2

To this end, Yandex provides a setting to disable the use of circle of interests for displaying ads. Check this box and ads will be shown randomly or related to the theme of the visited site:
https://tune.yandex.ru/adv/

Answer 3

https://www.ghostery.com/