Safari/Salesforce/LinkedIn integration - cookie issue

All, upgraded to latest Catalina version and looks like additional security on Safari has broken an integration on my companies CRM, Salesforce. We use LinkedIn Sales Navigator and it creates a window within the CRM. I'm getting the following error message -

Your browser privacy settings have prevented this page from showing some Visualforce content. To display this content you need to change your browser privacy settings to allow "Third Party" cookies from the domain sapphire--lid.eu30.visual.force.com. Alternatively, if your browser is Internet Explorer, you can add sapphire--lid.eu30.visual.force.com to your trusted sites list in the security options page.

There isn't any adjustment I can find for cookies - its either on or off. I can see cross site scripting on there but thats on or off as well. I've tried all options and it won't work.

Am I missing something obvious or will I have to use alternative browsers at work? I've tried Chrome and the integration still works.