> Is discount really an ad?
In most cases, yes. At minimum, it’s a marketing tactic built with the same intent as an ad: to influence your decision-making.
> Also sponsored content is way different than having ads on a website or in an app
However they are all exactly the same, in that they are all ads.
> When people say “ads” that is pretty specific thing that they mean.
No, that’s what you mean. Most people aren’t limiting it to a specific kind of ad, they mean anything designed to influence their behavior, shape their decisions, or sell them something.
> And we can argue forever what counts as an advertisement.
Or we can just work off the available definitions of modern advertising.
"An ad is any paid or strategically placed message designed to influence attention, perception, or purchasing behavior, regardless of format or channel."
> There is two options
There are in fact not. There are two you seem cable of recognising, but there are in fact others.
> OR they do work on most people but not on me
That’s an oversimplification. Ads can work in aggregate without working every time, in every format, or in the specific way you imagine.
Blocking one specific type of ad doesn’t make you immune to ads, it just means you’re filtering one, very narrow channel.
Influence happens through a huge variety of other means, including those that you seem to think specifically don't count and include, but are not limited too, sponsorships, discounts, product placement, social proof, algorithmic recommendations, brand exposure and many, MANY more.
You don’t have to consciously click an ad for advertising to shape your buying behavior.