I saw an article awhile ago that the police just straight up bought ad-network data about someone they were prosecuting without needing a warrant. Is there anyway to know what info ad networks have on me out there?
I know there are databrokers you can query to see what they have kn you, but those are all public records from I could find so far
Depending on where you live (and therefore what legal protections you have) you can demand your details. In the UK this is the right of access and is exerted by making a subject access request (SAR).
Sure but who do you make the subject access request to ? Facebook Google Microsoft Amazon etc individually ?
Pretty much. I have seen a few services pop up recently that will do this for you, but that costs money, and is of course including a third party. This is why prevention is largely better than cure.