First Party or No Party
You should serve your users from your domains
By serving users from other domains than your own you make it hard for your users to trust your site. By loading stuff from third partys your users have to trust that third party too. Ad networks are especially bad since they in turn allow users to put content on other sites, a fourth party. Your users have no ability to validate that 4th party and have to trust that the ad network does a proper validation.
There’s also upsides for you to serving users from your domain, for example you don’t have to worry about adblock destroying your metrics. You can also reduce load times and show ads even if adblock is used.