The setup I use is customised for me, i.e., Rube Goldberg would be proud. I can view and manipulate all traffic from outside the application and outside the origin computer. I can strip cookies based on IP, domain or URL very easily. I also control DNS so only domains I approve would even return an IP address.
I currently use a combination of uBlock Origin blacklisting, NoScript whitelisting, and Little Snitch alerting, if you need a baseline to compare. I've also run a Pihole instance in the past to loop my phone in, but that's not running as of today.
I think what I have created is something like a cross between Pi-Hole, Burp and something yet to be named. But it's faster, more flexible, uses different software and is Java-free.
A programmer with an excellent track record for reliability once said something like "The best interface is no interface." This is how I like things. I do not want to be required to costantly interact. He is the author of the DNS server and daemontools, which I use to control the servers.
HTH
But it mostly happen during these kinds of redirects where one or more actors wants to be in the redirect loop. This could be URL shorteners or price comparison websites.
uBlock asks if you want a one time exception when a redirect leads you to a blocked url.
Edit: the link should be https://tinyurl.com/examplezoom (which does have viglink.com).
For some reason you wrote the preview link, https://preview.tinyurl.com/examplezoom, which does not have the tracker.
TBF I think they have direct link on preview page simply because they don't want to track the traffic from these pages (instead of trying to disguise), but the practice is still bad.