YouTube ads are just other YouTube videos that you can watch willingly if you know their ID. The mechanism of serving them might therefore not involve the client connecting to any domains other than www.youtube.com, and it probably doesn’t or it would be very easy to block them otherwise.

It can do both in one run, as well as making a backup. However, only about half of my Reddit comments got archived in the CSV (also, you can only download it after the script finishes so I always make sure I can leave it running for several hours, which it needs because of rate limits and hope it doesn’t crash – it never did, though).