1. /android/capacitor-cordova-android-plugins/libs/cordova-generic-ad.jar does not exist

This error is generated because Cordova-AdMob is not directly supported by Capacitor.
The problem is the dependency plugin cordova-plugin-extension, it has a gradle file at src/android/rjfun-libs.gradle which indicates Cordova to compile the cordova-generic-ad.jar, but doing that makes it search in a relative place instead of in the right place.
Capacitor already compiles the .jar files that are on the right place, so what that gradle file does is not really needed, what you can do is to delete the content of node_modules/cordova-plugin-extension/src/android/rjfun-libs.gradle as workaround.

2. AndroidX migration

Make sure you have following in your android/app/
Also, install cordova-plugin-androidx-adapter and sync the project again.
At times, you might also need to run a Refactor/ Migrate to AndroidX option from Android Studio.

3. Didn't find class "" after AndroidX migration

This indicates that there are some references of the old imports left in your files.
Just replace with androidx.coordinatorlayout.widget.CoordinatorLayout . Do similar operation if it is any other library