UPDATE
OK gang, I think I've found the culprit.
It's an app called Fluid FX -Live Wallpaper. It's in development and one of those "early access" things. See pic attached.
I was looking at wallpapers, but I don't remember looking at this one in particular. It seems that it installed itself, but managed to hide and not be shown as an installed app (that's why I couldn't find it). Its icon was the same as the old Settings icon, which has just been updated. So when I was hunting for the little bugger, it was pretending to be Settings.
I have uninstalled it and rebooted my phone. So far, no unwanted ads!
I used Cleaner Antivirus VPN Cleaner app to help me track this little sod down. I would recommend it.
Thanks for your help, folks!