Google is getting very good at hiding some browser settings, and so much of the online advice on managing cookies is out of date. You could search the help in Chrome, but there are no results for ‘third-party’* and if you go to Clear, enable, and manage cookies in Chrome help page you’ll find several mentions of third-party cookies, but no instructions on how to mange them. So.
Go to Chrome’s cookie settings page – paste “chrome://settings/content/cookies” into the address bar in Chrome.
Click the toggle for ‘Block third-party cookies’.
*Third-party cookies are those set by advertisers, trackers, and other websites that have a financial interest in tracking your online behaviour.