Ok, now here's something really weird: you guys know I dual boot with Windows 10, but I've been using Zonin almost exclusively all summer (3 months). Just as an experiment I've logged into Windows and YouTube - guess what? No Ads!! Not a single one. My Firefox is synced, so all addons are the same.
I am confused.
I dual boot Zorin with W10 and just tried YouTube on W10.
Can't say about ads because would not play anything due to VPN.
I am as confused as you but the bottom line is google are obviously blocking.
Maybe the above extension link @Ultrabenosaurus provided is of help.
I also use a VPN - doesn't cause me any problems. Just watched a bunch of videos without a single ad, on WX ... that sucks. I use Firefox, synced on Zorin and WX.
One thing I have noticed though - FF wanted to do an update on Windows but I stopped it - I let it run on Zorin. Could it be something new in FF??? I've gone through every single setting I can find - it's nothing that I can change.
Will try on Mint tomorrow but it's late and I'm too tired now.
Probably YouTube has been configured to display no ads for Microsoft/Windows users because they paid for the OS or other services but to show them or test workarounds for Linux users as they use third party, open source and free software not owned by Google or its partners. Google doesn't like it because doesn't gain from changes that users or those software made to their desired business plans.
If it's only YouTube, it points to a change on the way their website works. That's something entirely out of your control, and you can do nothing but wait until the extensions you use update to adjust to this change. Reporting the issue to them directly might help with this, too.
Websites can detect the operating system you're using, and behave differently. That's how many products can offer you the correct installer for your operating system right away without you doing anything. YouTube may have decided that if you're on Windows, you should not be shown any ads, or at a different rate than on Linux.
My suggestions are:
Don't use more than one ad-blocker extension at the same time. In theory, there shouldn't be any problems with this, but it can make troubleshooting more difficult.
For me, uBlockOrigin has worked great for me. It has an extensive list of settings, filters and customization options, and is one of the best regarded extensions for privacy all around.
Use alternative front-ends for YouTube, as has been mentioned above. Be aware though, that they have these same issues from time to time when YouTube decides to change something in how their API works. On Android, there's an excellent app called NewPipe that you can use to watch videos, or listen to them, if you prefer to save some bandwidth.
Download the videos that you know you're going to watch upfront. The app that I just mentioned has this feature built-in. On the desktop, you can use websites for that, but I would highly encourage you to try yt-dlp.
It's a command line tool with a myriad of options, such as downloading only the audio, choosing different quality settings, downloading entire playlists and even using delays to avoid triggering rate limiting and abuse systems. All of these options are worth exploring, but the basic use case couldn't be any simpler:
yt-dlp <URL>
Pay for a YouTube Premium subscription. I'm very reluctant to doing this myself because of the privacy argument, but it's undeniable that YouTube itself is a great service. If you are using it for work, and you are getting value out of it, paying for a subscription might be the pragmatic option.
Use alternative ways to watch content... this is very broad, but depending on what you use YouTube for, you might find that Vimeo, Odysee or PeerTube work for you.
The problem with these platforms is not the platform itself, but the content. As most people use YouTube, is hard to find the same amount of content on them. However, if you use YouTube to upload videos of your own, they would work fine.
Thank you for the suggestions and the time taken to answer. I do often download videos - it's a great option (especially for lessons).
However, I've tried fully using ZEN (Mozilla browser) on Zorin today and guess what? No Adverts at all - just my usual experience that I've had for years! It has a lot of really cool features, as well as being privacy based, so I'm kind of pleased I was forced to take it to the next level.
Nothing about this issue makes any sense to me at all, so I'm just going to say "thank you" to everyone for your input. For now I'll stick with ZEN and see how it goes. I had already lost a lot of faith in Firefox during the last month, maybe they have really sold out (but then why aren't more people having the same issue??). I can use ZEN on Zorin, so for now that's the solution for me (and yes, I synced EVERYTHING from my Firefox / Mozilla account to test if it would work or not!). 
My work load is only going to increase now I'm back in the classroom, I won't have the time or energy to troubleshoot ... hopefully, ZEN will keep doing its thing, and I can migrate away from Windows to Zorin_OS fully during the next 12 months.
I really appreciate everyone active in this forum for your support and advice. I won't be around quite so much due to the demands of my job, but I'll pop in when I can. 
Maybe not the same (we don't all use the same websites or extensions after all) and too few users report the issues they have. I'm being “a bit” tired of certain issues that I have to see daily and ruin my browsing experience.
@Luca_Pavan, thank you , I've read your report and feel for your issues. I've had language changes after updates too - it is the first warning flag I get that something has been changed in my settings, without me doing anything. The first thing is a pop-up asking if I want Spanish translating - no I do not! Changes my preferences from English GB to US too...
I didn't know this web page existed, so I'll make use of it to report errors - or find the place to do that.
I appreciate your input - let's hope they stop messing about with it! However, on Zorin at least, I'll stick to ZEN.
The language issue is now partial, previously it was very common to see part of the texts being in English despite I set Italian and of course never changed it. Now only the page status line at the bottom is always in English.
. In fact everyone might have a certain new problem with the tab preview when pointed, the preview literally disallows users to easily interact with the panel because of the fast change of focus.
Mozilla Connect is to add ideas and start discussions, Bugzilla is for bug reporting.
I agree, otherwise I just change browser . I reported the problems, someone already did in the past, Mozilla had all the time to fix them (some have been reported years ago and are still reproducible) but if keeps ignoring these small fixes users would just feel that's only getting worser and worser and uninstall it.
Did I understand something wrong with the Browser? This Browser isn't from Mozilla or is it? It is a Firefox-based Browser, yes. But not from Mozilla. And has Zen a final Release? The last I heard was that it has an Alpha or Beta Status.
I wouldn't rely on zen for business purposes long term, it's too new a Firefox rip by one person without a stable release as yet.
@Ponce-De-Leon , yes it is Alpha but it is working! I don't know what else to say except: I use Firefox in Windows and I have zero adverts, or I use Zen with Zorin
When You like the Zen Browser, it is totally okay. I only wanted to make cleaer that the Browser dones't come from Mozilla to avoid Misunderstandings.
I'm not sure that I understand what you mean... ZEN is by Mozilla, I have even synced all my bookmarks, addons and themes by signing into my Mozilla account.
I've used it to download some new course materials today and I'm impressed. I know it's only an Alpha release and requires a lot of work yet, but I really like a lot of the features and the speed - and zero adverts!!! YouTube and everything else is ad-free 
Integrating with Mozilla Sync doesn't mean that Zen is made by Mozilla. It is a fork of Firefox like LibreWolf and Floorp so, unless the devs choose to remove or disable it, will have Sync capabilities.
A lot of browsers exists that are based Mozilla Firefox, similar to how Zorin OS is based on Ubuntu.
The Mozilla Sync feature can be used by other browsers as well, for example you can sync your browser data between Firefox and GNOME's Epiphany. In addition, you can even run and self-host your very own instance of Sync if you ever want to:
When You happy with it, it is totally okay. But Zen isn't from Mozilla. It is based on the Firefox Browser - and that one is from Mozilla. And that You can sync Your Data is because of this Base, too.
Thank you @zenzen , @Ultrabenosaurus and @Ponce-De-Leon , I did not understand, and I stand corrected. I appreciate being educated and enlightened!
