There is an unusual scenario. When I use the Chrome browser which I usually use for browsing. I am able to locate the iframe and #document inside it, so I can find all the buttons to close the ad. However when it starts running Chrome browser using Selenium that iframe is not there and it does not show elements of that pop-up ad even when inspecting elements.

Visible Iframe with #document of this add

Browser opened by Selenium, similar name but represents different ad on the page (not popup), the popup add is not visible on the dom