Add categories to ads

Not sure what do you mean by ‘adding a category to the ads’.

For each ad block you can whitelist or blacklist categories:
https://adinserter.pro/documentation#lists

You can also enable insertion in RSS feeds (by default it is disabled):
https://adinserter.pro/page-types

Thanks. I want to stop the ads in the RSS feed as they are there so I thought if I can assign a category to the ads I can exclude that in the RSS feed.

Just to confirm, feed is unticked in misc settings but they are still showing.

Then your theme does use standard WP feeds. Try to blacklist url.