Okay, let's stop with that.
I finally took the plunge and disabled all third-party cookies. Because.
There must be a list of sites who unsolicitedly set cookies. I do *not* consent to them being set on every web site.
Next, for security reasons you must remove *all* cookies. This includes all logins to all services, so have your password store and second-factor device at ready.
4. Show cookies > Remove all
Next, re-login to services.
As a final step, there must be an adblock list for cookie prompts - these are a symptom that the website is maliciously tracking you.
Can anyone point me to any such list?