Why is something like ublock origin not enough for your needs? Is it more about the principle of not wanting to share any fingerprint across the Internet, or some specific tracking concern?
Your webbrowser is not the only application connected to the internet
Server side tracking.
uBlock origin is not effective at preventing tracking without changing IP address and using an anti - fingerprint browser like Mullvad's.
How are you not blocked by banking, shopping, even sometimes google search?
Just change servers. Never had a problem with any of those and I have a VPN on my router covering all devices.
Use Brave search instead, Google search has terrible a privacy policy.
Bank is only reason why I'm turning VPN off, but it's for a few minutes. So not so much tracking.
There are inconveniences, but some protection is better than no protection. Trying to protect your privacy online is not a zero-sum game.