The next step will be to proxy the 3rd party site. For example, if you run www.example.com, you set up tracker.example.com pointing to your own web server. You configure your web server to proxy tracker.ad_tech_company.com.

As long as tracker.ad_tech_company.com is smart enough not to give away that it's not part of example.com, there's no way for one's browser to notice this. tracker.example.com is not a cname, and it will almost certainly refer to an IP that is within your corporation's or host's IP space.

This is minimal complexity. It's not a ton of bandwidth if it's mainly cookies.

Similar is to use use the engagement tools inside your own web content management system. The majors (Adobe AEM, Sitecore, etc.) are already offering it.