When users search on Google and try to use the sponsored links, they get blocked with a grey text message in the top left corner of the browser, saying "Advert blocked".
Most standard web filter configurations include blocking adverts. A side effect to this is that sponsored links, which redirect through Google advert counting servers first, before going to the sponsored link, can get blocked by the advert category.
The blocklist includes a category called "Google link redirector". This can be found in the "Search engines" super category. This category was created to avoid Google sponsored advert links from getting blocked. Add this category to an allow rule, before the policy that blocks adverts and in most cases, the sponsored links should work.