I'm pretty sure that /ad-.jpg or something like that is already a blocking pattern. But you're correct: I'm seeing ads on some smaller sites that host the ad banners on their own servers. And you know what? I'm okay with this. I explicitly use uMatrix instead of uBlock since blocking trackers and malware is more important to me than blocking ads. (Getting rid of the more annoying ads is a bonus, though, and I might change my mind if first-party ads become annoying, too.)