What you are doing and what you are saying don't match. Let's be clear here, I think this project is great and I don't want this to come off as a criticism of the project. It's a really fun idea and novel use of machine learning. That being said, the sponsored Youtube content you are targeting avoids all of the issues you are talking about. There is no fingerprinting, shadow profiles, or tracking. Youtuber says "video sponsored by NordVPN use code xXx360NoScopexXx for 50 cents off" and then the sponsor spot is done.
Correct, it is more simple than the OpenRTB auction chain, but not in terms of the logistics of creating this type of content. See the sibling comment for @falcolas for more details.
I should've used more examples but tried to keep it terse. Thanks for pointing this out.