Add HTML between feed items

you can add some code to the bottom of each feed post, this would give you the desired result. You can add this code to your functions.php or add it as a plugin

/** Add custom feed content footer
 * @param $content
 * @return string
 */
function add_feed_content($content) {

    if(is_feed()) {
    $post_type = get_post_type( get_the_ID() );

        $content .= '<footer>'.PHP_EOL;
        $content .= '<p>Some advert here</p>'.PHP_EOL;
        $content .= '</footer>'.PHP_EOL;
    }
    return $content;
}
add_filter('the_excerpt_rss', 'add_feed_content');
add_filter('the_content', 'add_feed_content');

edit: making the assumption you control the RSS feed, but thinking about your question more, maybe you don’t