My solution to this is just to ride it out. Google can easily see my page design before and after Nessie and see that the page design hasn't changed one bit and that my ad implementation didn't change until after figuring this out.
I expect it will take a few months for everything to settle down. I've probably lost advertisers over this and only time will bring them back, if ever.
At least now I understand it and can move forward.
CTR now is well below that of before Nessie. While this change is for 5,000 sites, the message is for all 2,000,000 and if you have an increased CTR, I'd be double checking my layouts for any positioning where people would think there might be more content on that arrow button. Just my opinion.