you're right to point out that there is not yet a way to separate 1st and 3rd party scripts, but the cookies are handled by the xxxterm.conf setting
cookie_policy = no3rdparty
there is no handling for surrogate scripts atm. i can say that i personally don't bother with sites that require advertisements for viewing but i can understand the desire to do so.
feel free to post feature requests or bugs at https://opensource.conformal.com/flyspray/index.php?project=... .
Many sites also break if you don't load GA, hence the need for surrogate scripts. If you dismiss and don't try to support the secure use of sites that exhibit any of the above behavior, then your browser doesn't have anything to offer users that care about privacy and security. Privacy doesn't have to be the antithesis of compatibility.