Here are some tools you can use to determine how the ads are being served, and then block them locally if they are not coming from the same domain as the content.
These are the domains that load when you load twitch.tv, at least on a browser.
* twitch.tv
* www.twitch.tv
* static.twitchcdn.net
* video-edge-e231b9.sjc02.hls.ttvnw.net
* spade.twitch.tv
* pubsub-edge.twitch.tv
* irc-ws.chat.twitch.tv
* cvp.twitch.tv
* gql.twitch.tv
* c.amazon-adsystem.com
* static-cdn.jtvnw.net
* www.gstatic.com
* cdn-gl.imrworldwide.com
* sb.scorecardresearch.com
* api.twitch.tv
* client-event-reporter.twitch.tv
* imasdk.googleapis.com
* usher.ttvnw.net
* countess.twitch.tv
* video-weaver.dfw02.hls.ttvnw.net
* video-edge-c2aad4.dfw02.abs.hls.ttvnw.net
* video-edge-0d7ee3.sjc02.hls.ttvnw.net
* m.media-amazon.com