The "ads not by facebook" showing up in your facebook pages means you have installed some "malware" that is inserting the ads, you need to run an antimalware scanner such as malwarebytes antimalware to remove the rogue software:
if you also want to get rid of official facebook ads in the side column or the sponsored posts, you can remove them by installing the FB Purity browser extension which has lots of cool features for blocking unwanted facebook content from your screen. You can get FB Purity here:
I have Facebook marked for just friends and still get things that family members and friends supposedly send me to get free laptops and phones. We've talked about this and we have found no way to prevent it. I would contact Facebook and complain.