It seems we may have this "malvertising" thing. I'll share all I can hopefully the layperson account of a partially witnessed occurrence will benefit your effort..
We were sitting at the computer watching a video taken by an individual with a telephone. Afterward I downloaded a pdf file which accompanied the video link. I happened to notice the link to YouTube contained a period in the middle of the words youtu.be or yout.ube. Weird to me so I made a note to check it out later. 5 minutes or so after this he was attempting to launch edge (it might of been explorer - latest release of either) he saw a pop-up warning about a virus. He said it was from wave but I think it popped up through explorer after opening the wave cable e-mail in box. When I saw it there was a gray /blue popup and what sure seemed like a mock blue screen behind it. I didn't get to read any of it fully and only saw it for a few seconds as he turned it off in a panic.
So far I've check my disk completely and am running into difficulty with updating viewing last updated to defender. I'm working to figure out what to do about this next and stumbled over your posted request for information. Hope this is helpful.