Re: My phone keeps saying "deep scanning app for threats", and then it shows an ad, on my home scree
It's entirely possible that it's the ad blocker doing it. Were there any new apps installed immediately before this started happening? There are a couple of steps you can take to fix this.
The first, I would recommend downloading "System Panel" from the Play Store. The free version will allow you to see all the apps that are currently running, and show you "how" the app is running. For instance, if you see some game you recently installed running as a "Service" that should raise a red flag. Some apps (even games) *do* legitimately need to run as a service, so that they can respond to incoming notifications from a server. That said, if you installed a wallpaper app, and it's running as a service, that should be a red flag.
Second, check and see if you have "Unknown Sources" or "USB Debugging" turned on. Unless you have a very good reason, those should both be off. On a Samsung device, it will even let you turn the setting on for a single install, as needed, but always make absolutely certain that you trust the source of the app that you're downloading/installing. Downloading APK's from pirate app stores is a quick way to get malware like you're talking about, or worse. There are no "viruses" in Android, but there are plenty of APK's (app install files) floating around the 'net that have been modified to show adds or steal data off the device.
As a worst-case solution, you can always factory reset the device, and that will remove everything. Just make sure you copy your photos and such off the device, first.