Pretty sure yes; after Safari started blocking third party cookies by default a few years ago, Google, Facebook, and Microsoft have all started supporting the option to use first party cookies to get around this. As I understand it, they deploy code that stores tracking information on-site using first party cookies, then access that data directly.

https://digiday.com/marketing/wtf-what-are-facebooks-first-p...

https://searchengineland.com/google-analytics-adwords-respon...

https://searchengineland.com/bing-ads-apple-intelligent-trac...

Someone please correct me if my understanding of this is incorrect, I've been out the ad world for awhile (thankfully!)