However, the locally hosted FB/Yandex listener receives all of these first party cookies, from all parties, and the OPs implication is (I think) that now these non-correlateable-by-consent first party cookies can be or are being used to track you across all sites that use them.
The older EU 'cookie directive' only mentions cookies as an example of storage in a footnote. The regulative is actually about any storage on the users computer.
Marketers would like you to believe that the stupid banners are about cookies. They're not - they're about processing your personal information.
Allow Meta tracking to connect the Facebook or Instagram app on your device to associate visits to this website with your Meta account. Yes/No (With No selected as a default.)
I am pretty sure that this is a grave violation of the GDPR.
"No" doesn't even need to be selected as a default, as long as you don't use dark patterns. Making the user manually click yes or no is perfectly valid (as long as you don't make "yes" easier than "no", so if you add an "allow all" button there should be an equally prominent "deny all" button).
How does that even work? What can GDPR cookie notices can do that the typical tracker can't do?