I've never used AdGuard but you can customize uBlock Origin to fit your needs and block specific things for specific websites. uBlock Origin is commonly used as a default in hardened browsers which would help you fit in with the crowd even more (although I realize you said you weren't going for anti-fingerprinting, just something to consider)

1. I switched to using Grayjay Desktop rather than my browser for YouTube

3. If you need a userscript manager, Violentmonkey is an open source alternative

4. Proton Pass has an app, yes less convenient without the autofill but better for privacy not to have the extension

6. Personally, I would just sail the seven seas

Do any extensions have permission to view your browsing data? You can check by opening the extension manager, clicking the extension and clicking the 'permissions and data' tab. I would suspect 5 and 6 the most, 1 might be suspect too. Those extensions by nature would need such permissions to some extent.

It doesn't matter if you click on it. The ad space auction is already done.