Am I doing something wrong? Why do I see cross-tracking ads?

It’s something I’ve been experiencing since I started using Brave a few years ago, and I need to know if this is a glitch or just because of my browsing behaviour.

I’ll use DuckDuckGo to search for something, say a certain store, a service provider, or a product, and I’ll start seeing ads for those products and services on Facebook and Instagram. I am logged into the google suite on Brave, and I am logged into FB (but not instagram.) I do have shields up though. I thought that if I had shields up on lets say, Footlocker, that they wouldn’t be able to send cross-tracking ads to FB or Insta.

What adjustments do I need to make to my browsing habits, or settings, for me to avoid this? Should I log out of google and all social medias and only log into it on private browser? Should I start using a VPN?