That's a good question and should also be a valuable niche analysing ads.
Often or let's say sometimes I encounter ads which I can't replay, pause or watch again. Very rarely I also wish I could have saved them.
In any case a fallback to a screen recording would be almost necessary to really catch them all.
There should be generally a VAST xml that gets returned by your browser making a request for ads, which should contain media url.
Interesting. Now, automate this, and publicly name and shame the companies using that marketing method so that we avoid buying from them. Complaining against YT it's worthless, lets attack the source.
Since nobody else answered...
Step 1 - Pause the ad. Click on the settings icon and select "Statistics for nerds"
Step 2 - Look for the alphanumeric video id in the top middle and copy paste it into the URL bar over the current video id. If copypasting doesn't work, you need to type the id in manually.
Step 3 - Copy the new (ad) video link into one of the various YT video downloader sites and download it.
Thanks for watching my TED talk.