Say you have a site. You are the contact point with the data subject, and therefore you are the controller.But that's not what how the controller is defined in the regulations. To be the controller, you must be "the natural or legal person, public authority, agency or other body which, alone or jointly with others, determines the purposes and means of the processing of personal data". If you don't even have any way to know what personal data a third party is collecting or how it's being used, and you're linking to content that is freely available but over which you have no control, you're not even close to fitting that definition.
You should have agreements in place with all your external resource providers that touch personal data.
But that fundamentally breaks most of the modern WWW, which is not a reasonable thing to do. You can't even have a personal blog linking to a jQuery CDN to expand or contract your sidebar or Google Fonts to make things look pretty at that point.
Just because you are using a third party to do the spying does not remove your responsibility.
If they're spying at your request and on your behalf, that's one thing.
But it is inherent in the technologies of the web that third parties may be doing all kinds of things without your knowledge, consent or control. Moreover, even if you have somehow satisfied yourself that there is nothing inappropriate going on when you first incorporate external content in your page by reference, there is in general no technical mechanism to guarantee that the situation will not change later. In some limited cases tools like subresource integrity can help, but they only address specific parts of the general issue.