There is a compatibility issue with the Divi theme on the latest version of WordPress. The Woody ad snippets icon does not appear on the widget toolbar of any pages created using the Divi Builder.
I have used Divi myself but we dont want Woody ad snippets to be bloated. It is easy to add shortcodes. Support in gutenberg seams fair due to standard wordpress that is included in the core. And this is not a BUG more a feat request!