Which theme/php file is being loaded when you view Page 2, Page 3, etc?
If you load your CP site's homepage, at the bottom you should see links to go to Page 2 and Page 3, Page 4, etc (depending on how many ads your site has).
Let's say that you're on Page 2 and the URL looks like this:
What is the real file that's being loaded? I've created a "featured" mod (basically some css styling) that works fine when the ad is on the homepage, but it as soon as the ad gets bumped to Page 2 or beyond, the mod doesn't work. I think it's because Page 2 gets its code from something other than index-directory.php, but I can't figure out which one it is.