Personally I'd associate slot with time slot, i.e. a particular span of time available for things (ads, TV shows, announcements etc.). Usually that's associated with broadcast media (so the slot is a specific time during the broadcast) but I suppose you could have something similar with on-demand streaming, if you make specific slots available at certain ad breaks around a specific show. Either way, the association is with a designated, specific "space" that you can insert (slot) your ad into.
Spot feels like something a little more special - an ad spot is usually where you make space for one, so possibly an extra-long ad (making time for it), or inserting one where you wouldn't normally get an ad, or maybe a full promotional tie-in where everything on a site is branded. I'm not saying ad spot has to mean this kind of thing, but I associate it more with that kind of bespoke, special effort.
Ad space is the most general term I think - there's space for ads, it can be space in a website layout or it can be the "space" between songs on a music streaming service. Though I would say, it has a feel of a general resource (space to put advertising) and lacks the specificity of a slot or a spot, which both feel more like you have some control over where the ad will be, in a specific place or time.