For uBlock it depends on whether the script is hosted on a blacklisted site. If it is, the script won't get loaded, but if it isn't, uBlock isn't going to do anything about it.

uMatrix does prevent this as long as you keep the script blocked. But of course you're going to be out of luck if you have to allow scripts from the host that also hosts the script that exfiltrates the data. Sadly, there aren't really many sites left that function without at least partial JavaScript execution. Thus, as was mentioned in other comments already, disable auto pasting for your browser or possibly use a plug-in that disables it for you, as you can't really rely on uBlock, nor uMatrix, to reliably protect you against this.

Firefox has built-in tracking protection. Enable it in about:preferences#privacy.