Possible Android app connecting to website

My router has a built in web monitor that shows what each device on the network connects to online. Although I have keyword filters, I will occasionally skim through it as I have kids and want to make sure they're not accessing anything they shouldn't be. I noticed the other day that my 14yo's device had "connected" to an adult related website which is predominantly forum based. Due to the router's web monitor limitations, it really only shows domain names and not every path within a URL that the device will access. I've noticed this connection a few times and it doesn't seem like they're on there for long as there's other activity recorded within a very short time. I think that it's potentially an app on the device, such as FB or TikTok, that is making the connection through an ad of sorts, but I'm not able to confirm that. Is there a way that I can find out whether this connection is being made by an apps own "means" such as an ad, or if it's being done intentionally via a browser or similar? I don't really want to install anything on their device but rather seeing if I can capture said connection somehow on my PC or similar. The device is an Android phone and the PC is Windows.