Large-Scale Advertisement Capture and Filtering Across Different Ads

Hi, I want to download/capture all advertisements that flow through a demand-side platform across multiple apps. I think using bots might be good here to scale. There should be some web re-direct when in-app advertisements are clicked on, and we can have a script that detects the demand-side platform (included an example). If it is detected, I want to download the advertisement itself or capture it, but the difficulty here is that it probably needs to be captured before the advertisement is clicked on because the advertisement is lost once it opens into a redirect link. What do you think? Ideally I'd like to use VPN to also do this from different geos